When there is snow, it requires a proper snow fight! But play snow fight only in places where the snow is clean such as in parks, beaches, and forests - you don’t want to risk getting gravel into your snowballs.
For more relaxed snow-related entertainment, build a snowman or a castle.
A top tip: the best time to build stuff from snow is when the temperatures are around 0 degrees Celsius (32 degrees Fahrenheit). When it's much colder, the snow simply does not stick.