I didn't exactly hide the fact that I thought the previous volume, Ghost Story, wasn't very good. And, I know there have been mixed reviews of this installment online, including some who were disappointed and one who called it average and was disappointed because the reviewer expected more from Jim Butcher. For myself, I think the rating might be a little high, and that could be because of what I call Harry Potter and the Order of the Phoenix syndrome. I thought anything following Phoenix would be an improvement and I fell the same way about Ghost Story when Cold Days is compared to it.
For long time fans of the series, avoiding spoilers here, now that Harry is no longer a ghost a lot of his old Chicago friend make appearances. Including his half-brother Thomas, Butters, Mac, Molly, and Karrin Murphy. What has changed with Harry is now he is the Winter Knight and has to follow some of the fae Mab's commands. This includes an order to assassinate Maeve Mab's second in command and Mab's daughter. All of this has to happen n Halloween night, the only time an immortal can be killed.
It is fair to compare the book to a Hollywood summer action movie. Not a lot of characterization, but fast paced, with some plot holes that a reader can probably drive a truck through. The pop culture references bring to mind Robin William's; performance as Genie in the Disney films.
Butcher avoids a cliff hanger (see Changes and to some degree Ghost Story). Things are afoot for Molly and the Harry/Karrin relationship. There is some movement in the overall arc that is supposed to lead up to a trilogy where Butcher has amditted he'll get to indulge his inner fanboy to an extreme degree.
Fun, but not quite completely satisfying.