In ancient times, playing the piano (mostly guqin), playing chess (mostly Weiqi), calligraphy and painting were the skills that literati (including some aristocratic families) had to master to cultivate their self-cultivation, so they were collectively called piano, chess, calligraphy and painting.
"Three Friends of Old Cold" refers to pine, bamboo and plum. Pine and bamboo don't wither in winter, but plum blossoms bloom when they are cold, so they are called "three friends in cold years"