Must dos in Pittsburgh?

Well, it could be a "thing"...Pittsburgh is a great city! However, for just an overnight...I don't know. It depends on where your hotel is. If it's downtown you could walk around the Point, take the Incline up to Mt. Washington and have dinner and see the city view, or maybe take a boat ride. If you're in/near Oakland you could go to the museum or see the international rooms in the Cathedral of Learning. If you're farther out of town you're on your own. lol

Honestly...for just an overnight I'd probably stay in my room at the hotel and do nothing. lol. 

The aviary is wonderful.

Andy Warhol museum.

Waffles incaffeinated is a really good breakfast stop.

I go to Pittsburgh quite often for work. We did a ducky tour once and that was cool although I personally wouldn't do that in cold weather. I'm way too cold-natured.

Pittsburgh is a very safe city. And it's considered one of the best foodie cities in the world. The Ducky tours are on hiatus after the bad accident in Missouri.

The Point is the park where the three rivers converge. It is beautiful but if it's a cold, windy day, it might not be the best choice. There is a small museum at the Point called the Fort Pitt Museum.

The Strip District is the food shopping area that is usually a must-do. It is best on the weekend when vendors set up on the sidewalks in addition to all of the ethnic stores. But there are stores selling foods of many nationalities - Italian, Greek, Chinese, Japanese, Polish as well as various specialty shops such as seafood, charcuterie (the best prosciutto in the world IMO), chocolate, biscotti, Mancini's bread (and pepperoni rolls) etc. It's a lot of fun on the weekends. Some of the best places to eat are also in the Strip District: Smallman Galley which is a restaurant incubator with many choices, Gaucho Parilla which is an Argentinian meat restaurant, Pamela's and Delucas which are famous for their breakfasts. Various coffee shops, taco stands, etc. There is a whiskey distillery, I think a new liquor distillery and a winery as well.

The Heinz History Center is located in the Strip District and is a great, interesting museum of things both Pittsburgh and elsewhere.

Across the river on the stadium side are more great museums: The Warhol, The Mattress Factory and the Carnegie Science Center and UPMC Sportsworks (which is fun even for adults)  and the National Aviary.  There is also a beautiful, really cool free outdoor art gallery at someone's house called Randyland. On the north short is another one of the galley restaurant incubators called Federal Galley. If you've never eaten Detroit pizza, I recommend ordering it at either of the Galleys. Most of the north shore is walkable from downtown as long as the weather is okay.  On the northshore between the two stadiums are a lot of restaurants. 

In the downtown area itself, entertainment is mostly theaters and performance spaces which probably won't interest you unless you get tickets to a show. But there are A LOT of theaters so you might want to check what is going on, there will be a wide variety of musicals, shows, ballet, concert, opera, etc. There are a couple small art galleries scattered about the cultural district. The most popular restaurants downtown include Meat & Potatoes, Butcher & Rye, Tako, Bakersfield, Nicky's Thai, The Yard, Pizzaiolo Primo, Sienna Mercato, The Commoner and Pork & Beans. But the options are endless.

If you're willing to venture out a bit, as mentioned above, Phipps Conservatory and the Nationality Rooms at the Cathedral of Learning in Oakland are both really great places to visit. The Carnegie Museum of Natural History and the Carnegie Art Museum are located very close to Phipps as well.

Overnight? Downtown? What hotel? That would help decide. The incline, Grandview Avenue view and dinner out could be easily accomplished.
The Point fountain is shut down for the winter. But a nice walk if its nice out and you're staying near there. Gateway Clipper does not have a dinner cruise this coming up Friday night, so that is out.
The musical, Charlie and the Chocolate Factory, is at the Benedum. The Symphony has a Friday performance at Heinz Hall. For this time of year, those would be great things to do and you get to see some beautiful buildings.