The fluffy white precipitation that falls from the sky in the winter is snow. Many winter sports, like skiing and sledding, require snow.
Scientifically, snow is water vapor that freezes and forms ice crystals. You probably think of snow as the cold white stuff that can be formed into balls and thrown. Snow is a verb, too: "I love to watch it snow." Informally, to snow is also to hide your motives in order to trick someone: "She planned to snow her sister into thinking the cookies were all gone."