The biggest change for me has been getting into gardening, and doing it all year round rather just sticking in a few new bedding plants in May.
It makes you think about the seasons (and the weather) in a totally different way. The end of the summer isn't sad, it means harvest, using up the fruits of your labour, berries, seeds, food for wildlife, getting ready for next year, getting ready for frost, and then things going into abeyance, at least on the surface, but actually the cold helping many things grow well then in the spring.
Obviously it may not be an approach that suits everyone, but anything that puts you in touch with the changing of the seasons, the light/dark and the weather and what it means for plants and wildlife helps, I think.
Humans have been farmers, growers, gatherers for centuries, it's only relatively recently that centrally heated houses and electric light allows us to shut out nature. And many other positive things besides, I'm not about to go and live in a cave or a mud hut! But I think we are instinctively used to the changing seasons and getting in touch with this and not shutting off our instincts may help.