Winter dance party? No, but it's thrown for fun (8)
I believe the answer is:
snowball
'party? no but it's thrown for fun' is the definition.
I can't judge whether this defines the answer.
'winter dance' is the wordplay.
'winter' becomes 'snow' (I can't justify this - if you can you should give a lot more credence to this answer).
'dance' becomes 'ball' (ball is a kind of dance).
'snow'+'ball'='SNOWBALL'
Can you help me to learn more?
(Other definitions for snowball that I've seen before include "Cocktail made from lemonade and advocaat" , "Increase rapidly in size - advocaat and lemonade" , "Wintry missile - demonised by 17" , "Heroin and cocaine" , "Quickly get bigger" .)