I don't know if it's the same for other cultures and languages, but Turkish has several proverbs centered around the month of March. The one everyone knows is "March has you looking through the door, burning axes and shovels" TR: "Mart kapıdan baktırır, kazma kürek yaktırır", which means "just because it's March doesn't mean winter is over". But my favorite is "March is the gypsy of months" TR: "Mart ayların çingenesidir", which naturally means "the month of March is untrustworthy, be careful".
Another fact about March: it is named after the Roman god Mars in most european languages but some Slavic. Slavs have "month of the birch trees" (Czech, Ukrainian), "month of the birch sap" (Belarusian), "month of streams" (Kashubian, regional language spoken in northern Poland) and "deceitful/lying month" (Croatian).