The Golden Rule: Not if the snow is yellow. 😉
Quick! Something white, cold, and flaky is falling from the sky. Should you start eating it, perhaps by the spoonful? Maybe—but, more likely, maybe not.
Source: Is It Safe to Eat Snow?
Back in the 1950’s, the US and the USSR conducted over 1,000 atmospheric nuclear tests. The rain and snow were laced with fission products like Strontium-90. So kids were warned never to drink rainwater or eat snowflakes.
On that note, do not eat icicles. Icicles form as liquid water crystallizes on pre-existing solid water. The water in liquid form has impurities picked up from running across the roof, but as the molecules of water assemble into place, the dissolved and suspended impurities largely keep flowing. This isn’t true 100% or in all weather conditions, but a crystal clear icicle will have less contaminents than the roof run off that formed it.