The short answer
Your floors squeak on every step in winter because the wood is drier than it is the rest of the year.
When the furnace indoor humidity can fall to 20-30%. The subfloor and joists lose moisture and shrink a little. Nails that were snug in October back out just enough to slide in their holes, and that sliding is the squeak.
This is the most common floor complaint I hear from December through March, and in most homes it's cosmetic.
The reason this page is flagged as high-priority isn't the squeak itself. It's that the same symptom can occasionally sit on top of a real structural issue, and you want to rule that out before you shrug it off.
What's actually making the noise
Most winter squeaks come from one of two places: the subfloor separating from the joist, or the nails in that connection loosening.
In homes built before the mid-1980s, the subfloor was often nailed with no construction adhesive. Those nails work loose over decades, and dry winter air accelerates it. You get a clean, repeating squeak right where your foot lands.
Newer homes usually have glued-and-screwed subfloor, so squeaks there tend to come from bridging between joists rubbing, or from a spot where the glue never fully bonded.
Bridging and blocking are the diagonal or solid pieces between joists that keep them from twisting. As the wood shrinks, those tight joints open a hair and rub.
The less common causes are the ones that matter more. An undersized or notched joist, a joist someone hacked into for a plumbing or a support post settling on a weak footing can all make noise while also letting the floor move.
The difference is feel. Dry-wood squeaks happen on a floor that's still solid. Structural squeaks come with bounce, a dip, or a slope you notice when you set a marble down.