Margaery Tyrell and her party are traveling through the North to meet Robb Stark. A party from Winterfell greets them near Barrowtown to escort them the rest of the way.
Margaery ducked through the tent flap, and was hit in the face by something cold and damp. “Agh! What is that?” She wiped her face and stared at the white crystals in her hands.
“It’s snow, stupid,” Arya was laughing at her with what appeared to be a snowball in her hand. Sure enough, another bunch of cold ice crystals were dripping down inside the front of Margaery’s dress and Arya was sprinting off across the camp.
Margaery gathered her wits, and her skirts and took off after Arya, losing her balance just as she caught up to her. Both girls tumbled over into a bank of snow, laughing.
“You little RAT…” breathed Margaery. “Is this snow?”
“Haven’t you ever seen snow before?” Arya asked.
“No,” Margaery gathered a handful and squeezed it, grinning a little. “Last winter was so short and mild. We didn’t get snow in the Reach.”
Margery scooped up some more snow. “Show me how to make a snowball.” She demanded.
You can read the whole chapter at An Archive of Our Own.