Sleep to progress?

[Relthen]

So the only experience I have in playing is on co-op but do you have to sleep in order to progress days? My party did not sleep 1 day after winter was supposed to come and it only came after sleeping and then lasted 1 day. Is this a bug? I have also been staying up for many nights to go out hunting or foraging for plants and never incurred a negative effect, is there supposed to be one?