During winter, when you leave your farm by walking to the Bus Stop between 6 am and 4 pm, you will see a cutscene in which a "Shadow Guy" is startled by your appearance and runs away. After seeing the cutscene, the quest "A Winter Mystery" is added to the player's journal. The Shadow Guy's footsteps lead to a bush next to the playground, left of the Community Center. If the player interacts with the bush, the Shadow Guy will pop out of it, apologize for stealing, give the player a Magnifying Glass, then run away. The Magnifying Glass gives the player the ability to find Secret Notes while digging, chopping trees, mining, fishing, or killing monsters.
Once found, a Secret Note can be read by selecting it in the top row of inventory and right-clicking (as if consuming food). This will add the note to the player's collection, and enable the Secret Notes collection tab on the player menu. Some notes will list "Loved" gifts for certain characters, while others will have images depicting puzzle solutions. Reading notes that list gift preferences will add the gifts to the villager's Gift Log on the Social tab of the player menu. Secret Notes can be gifted, but they are all universally hated.