It doesn't take much snow for our first snow to result in excitement with the little ones. I've learned from long experience that the first snowy day results in a complete lack of concentration, and who can blame the kids? As homeschooler, I usually declare that first substantial snow an official snow day and let the kids build snowmen, tunnels and forts, then welcome them indoors with cider and cocoa.
During my early education days I also suspended business as usually for my little pupils. If the snow was too wet for extended outdoor play, I pulled out our snow fight tub. It was filled with large “snow balls” made from yarn pom-poms. We'd build forts with our cardboard blocks and have a fun, safe battle.
If we could get outside, I'd fill spray bottles with food coloring and water. The only think more fun than making a snowman was coloring him in with the food color spray. The kids loved to watch the designs form when they sprayed the snow.
I always supplied warm treats on those cold days. We also would spend some time on out of the ordinary arts and crafts, including the old standby of making paper snowflakes or cottonball snowmen. Baby food jar snow globes are also popular. Making the day special helped the kids focus their excitement and helped me manage a classroom of highly strung littles.
To me, the first snow of the year is a holiday to celebrate with the littles. Put together a tub of special activities so you have it ready to pull out when the cold stuff begins falling!