A sundog (also called a mock sun or parhelia) is a brightly colored spot that appears to the right and/or left of the Sun. Sundogs most often form when there are uniform cirrostratus clouds covering the sky and the Sun is near the horizon. The cirrostratus clouds are made of hexagonal ice crystals which bend light, creating sundogs and other atmospheric optics such as the 22-degree halo.
Sundogs are brightest in winter because ice crystals are more common, but can be seen at any time of year. They are most common in winter because the atmosphere tends to be more stable at that time of year. Stable air makes clouds like cirrostratus more likely to form, and these cloud are associated with haloes and sundogs.