I want to know if it's halal or haram to wear tights under jeans during Winter?
Considering your young age I'll try to make my answer as clear as possible.
First thing, what is Haram ?
- Hans Wehr 4th ed, page 201
Ok so Haram things are everything that is forbidden for a submitter [to God] i.e Muslim. These Forbidden/Unlawful things or actions are defined by Allah and Allah only.
Say: "My Lord has made unlawful...." 7:33
Note that everything that shouldn't be done, for some reason, isn't necessarily Unlawful. But all that is Unlawful shouldn't be done, by any means. If you get the difference, we are good to move on to the next part.
What are the ACTIONS that God made Unlawful/Forbidden to a submitter ?
Say: "Come let me recite what your Lord has made unlawful for you: that you should not set up anything with Him - and do good to your parents; and do not kill your children for fear of poverty, We provide for you and for them; and do not come near immorality, what is public of it and private; and do not take the life which God has made forbidden, except in justice. That is what He enjoined you that you may comprehend. And do not come near the money of the orphan, except for what is best, until he reaches his independence; and give honestly full measure and weight equitably. We do not burden a soul except with what it can bear, and if you speak then be just even if against a relative; and regarding the pledges made to God, you shall observe them. This He has enjoined you that you may remember." 6:151-152
Translation: The Monotheist Group (The Quran: A Monotheist Translation)
Say, "My Lord forbids only: Indecent shameful deeds, open or secret, actions that hurt the ‘self’ and drag down the individual and collective human potential (Ithm), unjust aggression, associating others with God (Shirk), for which He has sent down no authority, and that you say things about God that you do not know." 7:33
Translation: Shabbir Ahmed (Quran As It Explains Itself)
Note that there are also Unlawful things concerning Food, Marriage, and trade.
I hope this answer helps you and anyone else in the long-term.
Now to answer your question: No, God didn't make unlawful to wear tights under your pant in winter or in any other season. Just bare in mind it has nothing to do with the Divine instructions.