Around the shortest days in December, Reykjavík has roughly four to five hours between sunrise and sunset, and even then the sun stays low and often behind cloud. Further north it is shorter again. If you work or study normal hours indoors, you can go a week without seeing real daylight unless you plan for it.
The other half of this is how fast it turns around. From late January the daylight grows by several minutes a day, and by April the evenings are long. The hard stretch is real, and it is also short and dated. It helps to know that the worst weeks are usually late November to late January, not the whole winter.
The wind and the wet matter as much as the dark. Plan for both, or you will simply stop going outside.