More accurately, ladybugs enter a state of diapause in the winter, which is a deep hibernation that is only broken out of when specific stimuli are present. In late fall, the beetles store fat reserves on which they can survive for up to nine months. They then find a sheltered place to spend the winter, such as in piles of leaves or logs. This is the time when confused ladybugs typically enter your house, looking for a place to spend the cold winter months.
Ladybugs end their hibernation period when the temperature reaches about 13 degrees Celsius, when food generally becomes available again. At this point, they may again mistakenly enter houses, but just put them outside if you find them, and they will happily (and voraciously) consume many insect pests. To encourage ladybugs to make a home in your yard, you may want to leave some undisturbed leaf litter or mulch for them to burrow into for the winter.
And if you're a young girl in central Europe, a ladybug on your hand means that you will soon be married!