I would suggest Scandinavian countries, maybe Finland as there you can actually experience winter with magic, you can see aurora lights, deoending on your budget you can also sleep in glas igloo and look straight up into the aurora lights. Greece isnt that particularly interesting and magical in winter.
Aurora Borealis is gonna best thing you ever decided to see and it's magical, its different experiences from your ordinary trip and most important you can see the magical dancing sky with your partner it's gonna be the best feeling in the world. Go for it, Bro!!
Hi, Congrats in Advance for your marriage.
In Jan - Feb Northern part of the globe will be freezing and Cold, Less Day Time so not much to explore.If you are on Budget you can go to Singapore Malaysia plus Cruise .
you can visit any Place in South East Asia.
Also if you have good no of days Approx 16-20 days along with budget then Take a Road Trip of New Zealand and Australia. in European Country Go for Greece Athens -Mykonos - Santorini. .
( if you need the itennary let me know will share it with you)