We were there in October, we hiked to Blackwater Falls and Eukulala Falls and the overlook, went to Davis for lunch and played on the playground next to the river.
Highly recommend a horseback ride with Mountain Trail stables. Also the WV Highlands Artisans Group store in town is nice, well curated pottery, photography and gifts. There is XC and a sledding hill at Blackwater State Park that, if it snows enough, has a magic carpet to take you back up to the top, check for opening and prices. That park has a nice lodge room & dining room and indoor pool, but the game room is whack. The BBQ sampler is huge and the Columbus holiday breakfast buffet was a good deal, not sure what breakfast is like typically there.
Canaan Valley SP has an indoor pool complex you can pay to use, ice skating and skiing and tubing, some other activities, Timberline has skiing and a kid's ski camp.
We were going to check out Thomas, Douglas Falls and hike up to Dolly Sods or take the ski lift up but we ran out of time. We really liked the area and the spanking new highway 48 is a testiment to the will of Senator Byrd.