Cortinarius cinnamomeus is a wonderful winter woodland species, as it generally appears quite late in the autumn and often fruits through the New Year and occasionally into February. It's also a very distinctive mushroom, unlike most species in this difficult group.
In the UK I find this gregarious mushroom most often in coniferous woodland, but it is also found under birches in dry heaths. All Cortinarius fungi are mycorrhizal (they form symbiotic associations with the roots of trees), so they do not occur in grassland (at least not significantly beyond the point where tree roots extend into the fields).
For identification details see the fungi section of http://www.first-nature.com/ where this and several related species are pictured and described.
Here's another picture of Cortinarius cinnamomeus:
Happy New Year, and happy fungi hunting!