Зимой у овцы густая шерсть, поэтому ей не холодно.

In Russian, some time expressions use the instrumental case to mean during a season, time of day, or period.

So:

• зима = winter
• зимой = in winter / during the winter

This is a very common pattern:

• летом = in summer
• осенью = in autumn
• весной = in spring

So Зимой here means In winter.

Russian very often expresses possession with у + genitive, especially when talking about:

• body parts
• physical features
• qualities someone or something has

So у овцы густая шерсть literally looks like At the sheep, there is thick wool, but in natural English it means The sheep has thick wool.

This pattern is extremely common:

• У меня есть брат. = I have a brother.
• У кошки длинный хвост. = The cat has a long tail.
• У дома новая крыша. = The house has a new roof.

Using иметь is possible in some contexts, but in everyday Russian it is often less natural than the у + genitive construction.

Овцы is genitive singular.

That is because the preposition у requires the genitive case when it means by / at / belonging to / in the possession of.

Dictionary form:

• овца = sheep

After у:

• у овцы = of the sheep / the sheep has

So in this sentence:

• у овцы густая шерсть = the sheep has thick wool

Густая means thick, dense, full.

With hair, fur, wool, grass, forests, and similar things, густой often means dense rather than thick in the physical-width sense.

So:

• густая шерсть = thick/dense wool
• густые волосы = thick hair
• густой лес = dense forest

The adjective agrees with шерсть, which is:

• feminine
• singular
• nominative

That is why the form is густая.

This is a very important Russian pattern.

Холодно is not an adjective here. It is a predicative adverb/state word, used in impersonal sentences to describe how someone feels.

Russian often says:

• мне холодно = I am cold
• ему жарко = he is hot
• ей скучно = she is bored
• детям весело = the children are having fun

The person experiencing the feeling goes in the dative case:

• она → ей

So:

• ей не холодно = she is not cold

By contrast, она холодная would mean she is cold in the sense of cold to the touch or emotionally cold, depending on context. It does not usually mean she feels cold.

Because Russian uses the dative case for the experiencer in many impersonal feeling constructions.

The pattern is:

• кому? + cold/hot/sad/easy/hard/etc.

Examples:

• мне холодно = I am cold
• тебе страшно = you are scared
• ему трудно = it is hard for him
• ей не холодно = she is not cold

So ей is the dative form of она, used because she is the one experiencing the state.

Поэтому means therefore, that’s why, or so.

It connects the two parts of the sentence:

• Зимой у овцы густая шерсть = In winter, the sheep has thick wool
• поэтому ей не холодно = therefore/so she is not cold

The comma is used because Russian is joining two clauses here, and поэтому introduces the result of the first clause.

So the logic is:

• cause: the sheep has thick wool in winter
• result: she is not cold

Yes. Russian word order is flexible, although some orders sound more neutral than others.

The original sentence is very natural:

• Зимой у овцы густая шерсть, поэтому ей не холодно.

You could also hear things like:

• У овцы зимой густая шерсть, поэтому ей не холодно.
• Поэтому ей не холодно: зимой у овцы густая шерсть.

The meaning stays basically the same, but the focus changes a little.

The original version is a good neutral one because it starts with the time frame зимой and then explains the reason.

In the construction у кого-то есть что-то or у кого-то что-то, the thing possessed is usually the subject of the sentence grammatically, so it appears in the nominative case.

That is why we get:

• у овцы густая шерсть

Here:

• у овцы = of the sheep / the sheep has
• густая шерсть = thick wool

The possessed thing, шерсть, is what exists or is present, so it is nominative.

Compare:

• У мальчика новая книга. = The boy has a new book.
• У собаки длинные уши. = The dog has long ears.

Yes, овца is a feminine noun.

That matters in two places:

1. ей
   Since the sheep is treated as feminine, the dative pronoun is ей.

2. густая
   The adjective agrees with шерсть, which is also feminine singular, so it becomes густая.

A small note: the pronoun ей refers back to овца, not to шерсть. The meaning is the sheep is not cold, not the wool is not cold.

The main word stresses are:

• зимо́й
• у овцы́
• густа́я
• ше́рсть
• поэ́тому
• ей
• хо́лодно

A natural pronunciation would be roughly:

• zim-OY u av-TSY goo-STA-ya SHERST', pa-ET-a-mu yey NYE KHO-lad-na

A couple of useful pronunciation notes:

• вцы in овцы can feel tricky for English speakers because of the consonant cluster.
• шерсть ends with a soft ть sound.
• не холодно is usually pronounced smoothly together in normal speech.

Not exactly.

Ей не холодно means she is not cold. It does not necessarily mean she is warm. It simply says she does not feel cold.

If you want to say she is warm, Russian would usually say:

• ей тепло

So:

• ей не холодно = she isn’t cold
• ей тепло = she is warm

Those are similar, but not identical.