My cat has always loved snow, he was always completely bonkers but when he saw snow his bonkers level tripled. He would spend hours go round and round making circles of pawprints and zigzaging down the garden, catching the snow between his arms. He would start bucking like a horse about the place when he got too cold.
The funniest part was when we had a slide - he always loved trying to run up the slide and attempt to make it to the top, the snow made this game much more enjoyable, he would run up the slide, which was covered in snow, and then would never quite make it to the top rather collapsing on his front and sliding to the ground. He would just not give up and would wear himself out running up the slide and skiding back down it.
Now he's 19, old and arthritic he cant really go out in it for long

infact sometimes it freaks him out and he'll try and get across the patio without touching the snow walking along window sills and plants. Occasionally he suddenly remembers and has a burst of sillyness in the snow but he cant bare getting too cold and runs inside quickly.