I have traveled to those places during the last two winters. I don't know where you are coming from, but those countries except for Italy can be very cold during that time period (around 30 Farenheit). In The Netherlands, there will be plenty of rain and in Germany a good amount of rain and snow. Italy still had pretty good weather though as it was in the mid 50's (farenheit) and sunny most of the time.
You should not have nay trouble finding places to stay, but some of the more popular hostels will fill up. Most tourist sites are open, but might have shorter hours.
I liked travelling in the winter. I am used to the cold weather and with cheaper prices and less tourists, it feels less hectic (no super long lines or jacked up prices).
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