If you see icicles hanging off of a samurai's clothes, don't worry, those are just part of his winter attire. Samurai have to travel and fight in all sorts of conditions, so it only makes sense that they have attire for every season.

Attire like this is important because it reflects your soul (そう). The samurai is wearing clothing with icicles because that's how his heart feels too: frozen over because he has to fight in this horrible winter weather.