The Great Lakes do freeze, but it is rare for the Great Lakes to completely freeze over due to their large size and wind and water movement. According to the Great Lake Environmental Research Laboratory, Lake Michigan has only been documented as frozen over once during an extremely harsh winter in 1979. The Great Lakes were nearly 90% frozen in the winters of 1977 and 1994.
In an average winter, about 50% of the surface is freezes in the Great Lakes. It is estimated that higher temperatures due to global warming will cause less freezing in the Great Lakes in this century. In recent years, the lakes have experienced below-average ice cover, and the amount of frozen surface area in the Great Lakes is expected to continue to decline in future winters.
Yes, it is very rare that the Great Lakes freze over completely. I lived in Chicago for a while, which sits on lake Michigan. Lake Michigan is a very deep lake, which makes it very difficult to freeze completely.
My hometown sits on Lake Erie. lake Erie actually freezes a lot (not completely) But the ice gets so thick on lake Erie that people go out and ice skate, sled, and snow mobile on it throughout the winter.