Starting a sentence with "actually..."
It is true that a lot of words in an English conversation such as 'basically', 'well...', 'actually' don't have good one-to-one translation mappings to the Chinese language. 其实has a negating connotation to the context you are trying to convey. I am going to give it a shot and say, here 'actually' could be replaced by 'in fact', which then can be translated to '实际上'.

The whole sentence would now read: ‘实际上，我去年去了北京，很冷啊！’