No inverno, eu sinto mais frio de manhã.

Because no is the contraction of em + o.

• o inverno = the winter
• em o inverno becomes no inverno

In Portuguese, seasons are very often used with the definite article:

• o inverno
• o verão
• a primavera
• o outono

So in the winter becomes no inverno.
Similarly:

• no verão
• na primavera

No inverno is a time expression placed at the beginning of the sentence. In Portuguese, a comma is often used after this kind of introductory phrase.

So the comma helps separate:

• No inverno, = setting the time frame
• eu sinto mais frio de manhã. = main statement

You may also see this without a comma in informal writing, but the comma is very normal and clear here.

Yes, it can be omitted.

Portuguese often drops subject pronouns because the verb ending already shows who the subject is.
Here, sinto already means I feel, so:

• No inverno, eu sinto mais frio de manhã.
• No inverno, sinto mais frio de manhã.

Both are natural.

Including eu can add a little emphasis, contrast, or clarity.

Here it most naturally describes a general habit or usual experience, not just this exact moment.

So the sentence means something like:

• In winter, I tend to feel colder in the morning.

Portuguese present tense often works this way, just like English present simple can.

Portuguese often expresses this feeling with:

• sentir frio = to feel cold
• estar com frio = to be cold / to feel cold

So eu sinto frio is very natural.

This is different from English, which usually says I am cold.

Be careful with direct translations:

• sou frio / fria usually means I am cold-hearted / emotionally cold
• estou frio / fria can mean physically cold, but it is not the most common everyday way to express the sensation
• estou com frio is the very common everyday choice

So sinto mais frio is perfectly natural here.

It is the comparative idea: more cold or, in natural English, colder.

So:

• sinto frio = I feel cold
• sinto mais frio = I feel colder / I feel more cold

Portuguese usually forms this kind of comparison with mais + word, rather than using a special ending like English -er.

Because in sentir frio, frio is not agreeing with the speaker as an adjective describing the person. It is part of the expression meaning to feel cold.

So both a man and a woman would say:

• Eu sinto frio
• Eu sinto mais frio

The word stays frio.

If you used a structure where an adjective really described the speaker, then agreement would matter. But that is not what is happening in this sentence.

Because de manhã is the normal general expression for in the morning.

Portuguese commonly uses these set time expressions:

• de manhã = in the morning
• à tarde = in the afternoon
• à noite = at night / in the evening

na manhã is usually more specific, like on that morning or during the morning of a particular day:

• na manhã de segunda-feira = on Monday morning

So in a general statement like this, de manhã is the natural choice.

Yes. de manhã and pela manhã can both mean in the morning.

• de manhã is very common and simple
• pela manhã can sound a little more formal or explicit in some contexts

So this would also be natural:

• No inverno, eu sinto mais frio pela manhã.

Yes. Portuguese has some flexibility with word order, especially with time expressions.

For example, these are all possible:

• No inverno, eu sinto mais frio de manhã.
• Eu sinto mais frio de manhã no inverno.
• De manhã, eu sinto mais frio no inverno.

The original version sounds very natural because it starts with the broad time frame first, No inverno, and then adds the more specific time, de manhã.

A good English-friendly approximation is ma-NYAH, but with a nasal ending.

A few details:

• nh sounds like ny in canyon
• the final ã is nasal, so it is not a plain ah
• the stress is on the second syllable

So manhã is not pronounced like man-ha. The nh is a single sound.