My family and I are flying to Beijing this last week of December. Is it very cold?

Yes, it is very cold, dry and windy at the end of December, with an average temperature of -6 ~4C. It may possibly snow, and the snow usually won’t melt quickly due to the low temperature. If you want to visit the wall, you need to wear warm and windproof clothes plus a pair of warm shoes or boots with a sturdy grip on the soles. You'd also better bring gloves and hats. There are heaters indoor, thus you can wear lighter when indoor.