Cold northern state has nothing on California (6)
I believe the answer is:
canada
'cold northern state' is the definition.
'Canada' can be an answer for 'state' (Canada is an example). I'm not sure about the 'cold northern' bit.
'nothing on california' is the wordplay.
'nothing' becomes 'nada' (synonyms).
'on' is a charade indicator (letters next to each other).
'california' becomes 'ca' (abbreviation).
'nada' after 'ca' is 'CANADA'.
'has' acts as a link.
Can you help me to learn more?
(Other definitions for canada that I've seen before include "World's second-largest country by area" , "Commonwealth country" , "See 6 Down" , "Maple leaf country" , "New World country" .)