Hello SonGoku, Of course you can simply say " I hate this cold weather". You could also refer to the cold weather as follows: "It's brass monkey weather " This is an informal British way indicating that the weather is extremely cold. You could also informally say: " It is damn cold" . It shows how much you hate the cold weather condition.

I hate cold weather ( you did it, perfect grammar too)

You can also say, 'I can't stand this cold weather, it gives me goosebumps'.

There are quite a few ways to say it: I dont' like cold weather. I dislike cold weather. I hate cold weather. I don't like the cold. It would be strange to say that you are "afraid" of cold weather. Unless you really do have a phopbia of cold weather.