if it is winter and i attack and win a challenge with wintertime marauder and my opponent has no non unique cards do i have to discard one of mine

Astatt said:

It would be good if you could include the necessary card text when asking about card specific questions. not all of us have an encyclopedic knowledge of the card pool.

No, you do not have to. Wintertime Marauders' effect is a triggered effect (as denoted by the Response in bold before the effect). All triggered effects are player activated, so you always have a choice whether or not to use it.

Contrast this to the first half of the Marauders' card text which is a passive effect (has a point of initiation, but not preceded by bold text and a colon) that will take effect as long as its conditions are met, regardless of player preference.