While a walk in the snow is sometimes a nice thing, the cold is one of the most dangerous things for humans to encounter. Our bodies are designed to warm themselves, but even that has limits.
Shivering is your first sign that something's wrong. When your core body temperature drops, your body tries to raise it by having muscles 'shiver'. This makes them use energy, creating warmth.
Avoid the water in a cold climate. 50 degrees Fahrenheit(10 C) would be a perfectly normal air temperature, but as a water temperature, it can cause death in as little as an hour. Body heat is lost more quickly in water than in air, given the thermodynamic properties of water.
Now, there's an old myth that most of your body heat is lost through your head. That's an incorrect assumption. If you expose skin to the outside air, heat is going to be lost through it, regardless of what part of the body it is. Make sure you cover yourself well.
Cold air has a drying effect, so keep water with you. If stranded in the cold without water, DO NOT attempt to eat the snow. It will take extra body heat to warm the snow in your mouth. If you do require more water, storing the snow in a water bottle and tucking it in your layered clothing will help to melt it without using up your useful body heat.
Alcohol is a big no-no. While a shot of brandy may make you feel warmer, it's quite dangerous. Alcohol dampens the senses and impairs the judgement, and it works as an excellent vasodillator. When your body gets cold, it moves blood away from the extremities to the core to protect your vital organs. When you drink alcohol, it interferes with this process, returning blood to your extremities from your core. While this will make you FEEL warmer, when in reality you are losing more heat.
In addition to the enviornmental dangers, the Pokemon dwelling in cold climates can either help or harm you, depending on how you treat them. There are, however, quite a few ice types that should be avoided.
Dangerous/Potentially Dangerous Ice Types
Much like the mythical Yuki-Onna, Frosslass is stunningly beautiful, at rest and in action. However, just like the youkai she resembles, Froslass demonstrates a cunning, even sadistic skill in battle. While a Froslass cares deeply for those she trusts and her own family, she manipulates both ice and ghostly illusions to confuse potential prey and predators alike. She is said to display frozen prey in a secret place, and it is suspected that she feeds on their energy, like the mythical Yuki-Onna of legend.
Don't disturb a sleeping Beartic! Like a hibernating bear, Beartic can initially appear less harmful than you might think. Also like a hibernating bear, you shouldn't mistake this for weakness. The claws and teeth are vicious weapons, and they have been known to fight long and hard when their offspring is in danger.
Sneasel are nasty little creatures who move like ninja about the snow. Their dark-ice combo makes them very vulnerable to fighting type moves, in addition to the already poor defense that ice types possess, making Sneasel and Weavile a pair of Fragile Speedsters in combat. These little devils are usually more insterested in stealing eggs, but should you get on the bad side of one, remember that they can dish it out, but they can't take it back.
Despite their whimsical appearance, Vanilluxe are easily annoyed and will not hesitate to stir up a dangerous blizzard around them in the event that they are angered. Their short fuse and potential for lethality make them dangerous creatures.
Harmless/Helpful Ice Types
Snorunt and Glalie
Snorunt are very social creatures who enjoy living in small groups. If you run into a couple, they'll be more likely to greet you in a friendly manner. Those teeth can be pretty nasty, so make sure to treat them with kindness.
As for Glalie, despite their intimidating appearance, they aren't vicious. Glalie are more interested in harmless pranks than truly harming people, and the worst they could do is pretend to be a boulder blocking your path. Despite their less aggressive nature, neither of these two is a force to be ignored.
These little ground hogs(literally, given their porcine features and their ground typing) are useful Pokemon to have in a crisis. Swinub's nose is powerful enough to sniff out food beneath the ice, and it has been known to discover underground hot springs while digging. If they locate a particularly good smell, they'll follow it anywhere, so they can be useful for finding food or civilization.
Delibirds are natural-born caretakers who wrap food and supplies up in their large tails and carry it like a bag. While they usually do this to carry food to chicks, this behavior seems to have progressed to the point where the Delibird will deliver items of any kind to anyone they perceive to be in need.
Unlike the Abomasnow that they evolve into, Snover are naturally curious and interested in the world around them. Snover naturally produce berries on their bodies, sometimes called Snoverberries, that have the texture and sometimes taste of frozen treats. Their natural curiosity will often draw them to you, rather than the other way around.
Despite her strange appearance, Jynx is a welcome sight. In an interesting twist, Jynx resembles a mythical Japanese creature called the 'Yama-Uba' or mountain hag. Yama Uba is known for her tattered red kimono, long blonde-white hair and skin that appears black with frostbite. Unlike this myth, Jynx tend to be extremely friendly. If you come upon one, treat her with respect and kindness. While not aggressive by nature, falling asleep in the snow is potentially lethal and Jynx's signature 'Lovely Kiss' is dangerously effective.
A gentle, nonviolent Water-Ice type, Lapras are rarer nowadays, but they are still a marvel to behold. A Lapras has a beautiful, albeit sorrowful song that results from their inability to find their podmembers. A Lapras has much more to fear from one of us, but they still retain their gentle altruism, carrying Pokemon and people on their backs over frigid waters.
Mysteries of the Snow
This legendary bird is said to appear before those lost in the snow. While this is hard to verify, if these accounts are true, Articuno's motives seem to be rooted in passivity rather than malice. There are reports of Articuno actually rescuing those lost in the peaks of their mountain homes
A dangerous ice-dragon beast spoken of in Unova legend, Kyurem is a hard-to-understand beast with a potential mean streak. Not much is known about Kyurem, but its intimidating appearance has struck fear into the hearts of generations before our own. Considering that the Great Chasm has been known to reach quite frigid temperatures, it's not a very popular spot to go, meaning that it's rather hard to accidentally run into Kyurem.
The tundras and mountains make for wonderful places to explore, but as you can probably imagine, the most beautiful, untouched of landscapes are some of the most dangerous.