Walkthrough: As Mario and Cappy enter Snow Kingdom, they will be caught in an enormous blizzard that will impede their vision. Luckily the kingdom isn't large enough to get lost in, but refer to your map if you're having trouble navigating. Before heading through the storm, check behind the Odyssey Airship to find some easy Purple Coins. From there, head northeast from your ship down a narrowing path that will lead to another platform that will actually end at a cliff. Look for two icicles on the ground below the cliff, and use them to guide you in a jump to the next platform.
Once you reach the platform safely, unplug the peg with Cappy to unleash a gust of air that can send you back up. (There will be one similar to this under the platform the Odyssey Airship is docked on.) Continue moving as you use the ice shards to guide you. Watch out for the frigid waters that will cause more harm than not, making you way along the path that circles a new island until you come to the next checkpoint. Once there, look for the sheet of snow that covers the colorful lights, the same that indicate where you need to be heading. Walk through through the snow to brush it aside, finding a giant well in the process. Proceed inside said well.