First Snow

"Mother, look! What's all that white stuff?"

When water evaporates it turns into water vapor, and when it condenses it becomes rain. But if the right conditions are met, with the biggest factor being the temperature, it can turn into something magical.

White petals of rain falling gently from the sky. Snow.

When a character experiences snow for the first time they may feel joy and wonder, or in some occasions, fear.

A Snowball Fight is a common way of showing they have gotten used to snow.

When it lasts all winter, see Dreaming of a White Christmas. When it's totally out of ordinary, see Let There Be Snow.

Examples of First Snow include:

Anime and Manga

A Touhou manga (put in video here) about Flandre's first Christmas celebration.
- It's important to know Flandre is permanently kept inside her room for fear of having her destroy something.

Comic Books

Rather viciously subverted in Elf Quest; Suntop and Ember's first sight of snow comes just before the trolls kill Lord Voll and attack the survivors.
Played for laughs in Bone, when Fone has the misfortune to be caught out in the first snowfall of the season.

Fanfiction

In 'Eye Of The Fox' Kira reveals he has no idea what snow is when he sees it outside his window and flatly replies that it never snowed in Fire Country and that he spent four years in a coma when Naruto/Rad calls him out on this. He quickly though comes to dislike the cold greatly though.

Film

Bambi.
In The Fountain, the wife asking to go for a walk in the First Snow is the Book End of the film.
In Ice Age 3, Manny and Ellie's baby Peaches sees snow pretty soon after her birth. Well, it IS the ice age, after all!
The Land Before Time VIII: The Big Freeze
"What's this? What's this?"

Literature

In How The Garcia Girls Lost Their Accents, Yolanda sees snow for the first time and thinks it is fallout from a nuclear bomb.
Snow Lion, By David Mc Phail.
In The Giver, Jonas is very confused upon seeing snow for the first time (because he's used to total climate control).
In To Kill a Mockingbird, Scout's amusing reaction to seeing snow for the first time in Alabama is thinking it's the end of the world.
Happens a couple times in Warrior Cats. In Fire and Ice, Fireheart is amazed because he hasn't seen it before; he was shut inside as a kitten when still living with humans. He quickly learns that snow makes it difficult to move around, however. In The Darkest Hour, Fireheart is out with his apprentice Bramblepaw when it begins to snow. Bramblepaw chases the snowflakes gleefuly, and Fireheart wonders whether Bramblepaw's evil father Tigerstar ever played with snowflakes.
Twilight's Bella Swan first experiences snow shortly after she moves to Forks with her father. Her first thought? "Eww."
Drizzt from the Forgotten Realms novels didn't even know what snow was, being a subterranean-born dark elf. He initially found it beautiful, but quickly caught on that it could pose a problem for wilderness survival when he realized the white stuff falling from above was covering the ground and wasn't going away.
In A Song of Ice and Fire, by the end of A Dance With Dragons, the snow is starting to fall in the South - heralding the beginning of a predicted years long winter, and everyone is terrified because the situation is so dire from the wars.
Inverted in the Ciaphas Cain series: Valhallans hail from an iceworld, and are generally quite inexperienced with rain.

Western Animation

In the Avalon Tour story arch for Gargoyles Angela comments on how breathtaking snow and ice are when they land in Norway, having lived her whole life on an island where it was always summer. Gargoyle, it seems, have a higher tolerance for low temperatures than humans.
On Jimmy Two-Shoes, Heloise builds a Weather Control Machine to make it snow in Miseryville. Lucius is confused until he realizes it can make people miserable.
One episode in SpongeBob SquarePants was about a glacier moving over Bikini Bottom, causing it to snow. All other hijinks aside, Plankton tries to use the power of the water crystals to rule the world, only to be completely covered in it.

Video Games

In The Sims 2: Seasons, any player-controlled sim upon seeing snow for the first time will get a memory about it ("Saw First Snow").
In RealMyst, Atrus's notes on Rime reveal he'd never encountered such a cold Age before it, and had to come up with new devices to cope with its unfamiliar weather conditions.

Webcomics

In Tales of the Questor, Quentyn goes from freaked out to "Kid On Christmas Morning" excited when he experiences his first snowfall (His homeland is too temperate for snow).
In Misfile, Rumisiel experiences snowfall (from below the cloud line) for the first time while staying in Tempest.

Real life

Just one word: Kittens. And snow. And lots of laughter.
How about this stoat?