Many various changes in behavior & new habits have been observed both in the wild & in captivity during the winter season (or colder months if in an area that does not go through a true winter). Not all sugar gliders will change their habits. And various sugar gliders have their own set of behavior changes.
Disclaimers: This list is by no means complete. If you are ever unsure regarding changes in behavior of your sugar glider, please consult your vet.
Changes in Sleeping Patterns
Many sugar gliders have been observed sleeping longer during the colder months. Some take naps during their normal play time. Others go to bed earlier and sleep in.
A study has been made regarding their wild habits during time periods of extended rain or cold. The conclusion is that their activity decreases though there was no notable change in their metabolic system.
Changes in Nesting Preferences
In captivity it has been observed that sugar gliders will layer extra pieces of fleece in provided nests and plug any entrances with the same if they get cold. Other nesting materials have also been used such as leaves. This and similar behaviors have also been observed in the wild.
Changes in Eating
Some sugar gliders will eat less during the winter months. This could be because a decrease in activity means a decrease in need for nourishment. Though, it has also been observed in captivity that sugar gliders will sometimes get bored of their diet. If you think that is the case, try changing something up.
Please keep an eye open for changes in stool composition, appearance, and extreme changes in activity levels. This could also be a sign of a health emergency if taken to the extreme.
Conclusion
Always keep an eye open for changes in behavior. It might be useful to keep notes regarding specific behaviors. These types of records would also help the entire sugar glider caregiver community to learn about this unique creature as there is little information out there.
Again, if unsure about your sugar glider's health, check with your vet.