This is the hit that made "The Mamas & The Papas" famous back in 1965. The present version is by The Beach Boys, the most popular cover of the many this song elicited.

All the leaves are brown
And the sky is grey
I've been for a walk
On a winter's day
I'd be safe and warm
If I was in L. A.
California dreaming
On such a winter's day

Stopped into a church
I passed along the way
Well, I got down on my knees
And I pretend to pray
You know the preacher likes the cold
He knows I'm gonna stay
California dreaming
On such a winter's day

All the leaves are brown
And the sky is grey
I've been for a walk
On a winter's day
I'd be safe and warm
If I was in L. A.
California dreaming
On such a winter's day
...

L. A. = Los Angeles (the biggest city in California)

on a winter's day = we use ON with days. (notice that some American pronounce "winter" the same as "winner")

STOPPED INTO A CHURCH= The verb says that he was walking and stopped, the preposition of movement "into" says that he enterd a place, so these two words combines, "stopped into" mean that he was walking, he stopped walking and enered a church.

I GOT DOWN ON MY KNEES= I kneeled down.

PRETEND= When you pretend to do something, you try to look like you're doing it, but you're not really doing it.

PREACHER= Priest.

THE COLD= Cold weather.

GONNA= Going to

CALIFORNIA DREAMING= Dreaming of California.

The song was written by John Philips. He married a girl from California and they moved to their new house in New York. That winter, 1963, was particularly cold, and his wife missed his sunny homeland. She loved visiting churches, all the more when it was so cold outside. One day she was walking around the city and she entered St Patrick's Cathedral. When she came back home, John was inspired by his wife's homesickness and wrote this song about a person who, on a winter's day, misses California and enters a church.

In the song, he enters the church because it was too cold outside, that's why he "pretends to pray" (he's not really praying because that's not the reason why he entered). When it's cold, more people have the same idea, that's why "the preacher (= priest) likes the cold", because it brings new people to his church. By the way, this line is one of the most often misquoted lyrics, often reported as "you know the preacher lights the coals". Also, many people wrongly hear "and I began to pray" instead of "pretend".