My Dad grew up there and I grew up in Madison and lived in Minneapolis after college for a while. No mountains is a bummer but there is a shit ton of cool outdoor stuff to do.
It's called the land of thousand lakes for a reason. And the city planners were brilliant, every lake in the city has a green belt around it, nobody was allowed to buy land that was on the lake. Greenbelt, with a walk/bike lane, more green, then the road, then the houses. It's awesome.
On the border with Canada is the Quetico Provincial Park which is where you will start your love affair with canoe camping. If you are like me and my dad, it won't end there, there are too many people, so you just keep pushing farther and farther north into Ontario for your annual canoe trip. I could fill a book with my love for that area, it's one huge granite shield that was scraped into a series of lakes. Imagine waking up in the morning, the lake is covered in fog, Dad's asleep, you slip the canoe into the water and fog and paddle towards the sounds of the loons singing. The canoe parts the fog which closes around you. You just paddle into it, it's silent except for the sound of the water dripping off your paddle and the loons. Paddle some more, the sense of peacefulness is so hard to explain but so powerful. The sun comes up, melts the fog, you can see that Dad is awake so back you go for breakfast.
I adore the mountains, when I moved to the Bay Area I was a contractor for the first year for Sun and they didn't want me to bill more than 40 hours/week. I busted ass, pulled 80 hour weeks, then took the next week and both weekends off. Spent 29 days skiing and spent 6 weeks in the Sierras backpacking. Best year of my life. I still have fonder memories of canoeing with my Dad in Canada.
You could do a lot worse than living there. Hell, Prince is from there, I saw him at First Avenue in 1986 or 87 I think.
All the worry about cold is over rated. You end up helping other people because it's a little crazy to live through that so when their car is in the ditch you get out and help push it out and everyone is laughing at how crazy it is but everyone is happy. Cool place.