“Lord of Light! Come to us in our darkness. We offer you these false gods. Take them and cast your light upon us. For the night is dark and full of terrors.” -Melisandre, George R.R. Martin’s A Song of Fire and Ice
Imagine a world where you know that winter is coming, but you don’t know when, or for how long, or how severe it will be. Sounds like fiction, doesn’t it? In our own solar system, where planets orbit a single star in elliptical, well-separated orbits, this is extraordinarily unlikely. But if a binary giant planet existed in the habitable zone, and a world like Earth orbited both of them like an inner moon, it could give you exactly the effects you’re seeking.
A large, massive double planet would exert irregular, differential gravitational forces on an external moon, causing it to tumble, rather than stably and consistently rotate on its axis. It could create large variations in seasons, which will be unpredictable in duration and onset. And it could, at least for parts of the world, plunge some of the regions into incredibly long, cold, dark winters.