the general outdoor growing season is in spring/summer. its possible to plant a winter crop around April/May and harvest around August/September then re veg it for the summer months but your plant wont get very big at all during winter.
also growing in winter you have to worry more about frosts and low temps at night that can kill your plant.
this is one of my current babies. it was my first autumn/winter plant. i planted her, from seed, in April 2013, harvested her in august. only got 7 grams but i kept her small on purpose (my yard is pretty open and smaller plants are easier to hide) and it was a trial run.
so brother its up to you, if you don't care about size or need some extra experience then go ahead, if you think its going to be a waste of time maybe try an indoor grow