The month of March usually starts with cold, unpleasant weather, but ends mild and pleasant. (Either part of the proverb can be used alone.)
March certainly is coming in like a lion this year; temperatures have dropped to -30*C (with wind chill), this week. So I am looking forward to a warm end to March.
Cite: McGraw-Hill Dictionary of American Idioms and Phrasal Verbs. © 2002 by The McGraw-Hill Companies, Inc.