I would guess it's dielectric grease, as johnd says.
A little bit of water in the tipping spoon would be normal. There was a little moisture in the spoon, likely from precipitation, but not enough to tip it, before the temperature dropped. No problem.
You won't get accurate readings during the winter, even with a heater I doubt you'd get real accurate readings. Whatever frozen precip you get will collect in the cone until it melts and registers all at once (not accurately). If it bothers you, you can cover the cone with something during winter, like a dog dish or whatever you can find (I don't have a cone with spikes, but I assume they can be removed or covered somehow?).
