Snow is made up of small ice crystals and is perfectly edible most of the time. The only time it is potentially dangerous to eat snow is when it is contaminated.
Catching snowflakes on the tongue is a traditional wintertime game, and people often melt snow for drinking water or combine it with syrup to make a homemade snow cream dessert. Having been crystallized, snow is actually purer than other forms of precipitation. It may even be purer than tap water. The only cause for concern is if the snow has become contaminated while lying on the ground. Snow gathered from the top layer of the drift is usually safest. Dirty or colored snow must be avoided in all cases. Blue or green snow probably indicates the presence of algae, and brown, black or yellow snow certainly contains impurities. Clean white snow is usually perfectly safe.