Find some mud. If you don't have any already, dig up a little bit of dirt and just add water! If you don't want to dig up your yard, potting soil will work just as well.
Try to find all different shapes and sizes, You will use them as your paint brushes.
Make hand prints or footprints on a sheet of paper or on the sidewalk. If you're feeling really creative, you can make mud sculptures or mud balls. It doesn't matter if winter isn't in season, make a mud-snowman, too!