Snow that falls out of the sky and hits the ground is just water in snow form and there's no danger in eating snow.
Just make sure the snow is clean and a dog hasn't peed in it or pooped in it and then the snow will be safe to eat.
If the snow has any discoloration to it such as yellow then a dog may have peed in the snow and you shouldn't eat that part of the snow.
But any other snow that you get off the ground or anywhere else that is clean then it's safe to eat the snow.
I used to eat snow as a kid and still do as an adult and I've never gotten sick from it.
You can also melt snow to drink for water if you're stranded out somewhere and need water to drink.