Most digital SLRs and point and shoot cameras can capture black and white images. Winter is a good time to experiment with this feature because of the general lack of color.
Find and enable this feature on your camera and then head out looking for suitable subjects.
This early morning scene shows the mystery of the branches lit by a streetlight against the dark predawn sky.
Because you will not be capturing any color from your images, look for a scene that shows the contrast between light and dark elements. You may also find that foggy scenes where everything is not only by nature monochromatic but also biased towards mid tones is a great option for black and white photography.
Another topic which can be rendered interestingly rendered in black and white is texture and repeating elements – the lack of color will enhance the texture and draw attention to the repeating elements.