During winter, the Earth's northern axis is slightly tilted away from the Sun and so the Northern Hemisphere receives less sunlight. As a result, we have fewer hours of sunlight and get less of the sun's energy.
After December 21, the sun appears to creep back up to the Northern Hemisphere. It is one of the few joys of January that you can actually see the days getting longer.
Why do the longer days not translate into warmer temperatures?
The answer lies in the nature of the Earth's atmosphere. Solar radiation or heat accumulates. The Summer Solstice is not the warmest part of the summer; the cumulative effect of radiation is felt later. July and August, traditionally the warmest summer months are benefitsing from a cumulative effect that began at the Winter Solstice.
In the winter, the opposite occurs. After the Summer Solstice in June, the sun's energy slowly ebbs away until December 21 when the sun begins to move northward again. Even though the days are getting longer, the cumulative effect of radiation is not felt until later in the season - beginning in the spring.