What actually uses a chimney to get in
An uncapped chimney reads to wildlife the way a hollow tree does — dark, sheltered, vertical, and offering a warm updraft from the house below. Raccoons climb flues specifically to den, often in a chimney attached to an active fireplace; birds, notably chimney swifts, nest inside flues as a matter of course; and squirrels and bats will use an open flue opportunistically. None of this is unique to winter — it happens year-round — but winter raises the stakes, because an animal that gets down the flue and can't get back out is now trapped inside a wall of your house.

