Ricotta is a low salt cheese to begin with, and most everybody who makes homemade ricotta loves the flavor and texture. Key, of course, is the quality of milk that you use. It is possible to make it with something other than whole milk if you are looking to minimize fat. I think I have seen recipes using non-fat milk. But the lower you go in fat, the less opulent the result. If you like the flavor of lemon, it can be nice to use it as the curdling agent for ricotta.
If it is very cold where you are, your body is going to want to hang on to some fat for protection, and it will continue to make fat no matter what you eat. So dressing warmly is good (you should anyway if you are dieting!) and eating warm foods will help encourage the body to shed fat. If low-sodium chicken broth is something you eat, a flavorful low-calorie and very warming soup is Spanish garlic soup. Often the recipes you find online are needlessly complicated. The soup is really broth, garlic, and eggs. Period. But if you like flavors like smoked pimenton, saffron, cumin or sherry (and if you feel like going to the trouble of buying them), they add more dimensions.
Finding warm places to exercise in NYC in winter is a challenge if you don’t join a gym, espcially since some of the biggest indoor space with public access is food markets or museums which charge a fortune. Train stations and the old department stores can get you 30-40 minutes of brisk walking and stair climbing. Department stores are warmer.