Buy winter tires, ideally, a full set of wheels and tires. Check with the dealer, when I bought mine, they were cheaper than TireRack once you added in the TPMS and shipping. FWIW, when I got mine, they were all mounted the same way (the tires are directional), so the dealer had to swap two of them around so I had a proper set. Somebody screwed up and someone else probably got four for the left side while I had four for the right.
Until you get used to it, drive more cautiously when the roads are funky. I've been through a few winters here, the worst one, we had over 100" of snow. The car handled it well. It might not have with the all-season tires, and certainly wouldn't with the summer, performance tires (which is what you'll get if it has the 20" wheels).
I grew up in a snowbelt near Lake Ontario with rear-wheel drive vehicles...this was before front-wheel drive became much more common...the car drives a bit differently, but it's all doable with some experience. The right tires really help. At this time of the year, finding winter tires may be nearly impossible. There are two winter tires available in the right size for the i3: the OEM Bridgestones and the R2 from Nokian. OF the two, I think the NOkian is more capable in the winter, and if I still have my i3 when the OEM ones wear out, I'll buy some of those to compare. BMW only sells the OEM Bridgestones in a package. They might be able to get the Nokians, but the deal won't be as good.
The Leaf is a slug compared to the i3...and, you won't have to worry about things rusting out, either.