The yuki-on-na is a spirit of snow and ice that leads travelers astray, often to their own deaths.
Yuki-on-nas are dangerous primarily due to their ability to get characters lost in the frigid wilderness. This is a supernatural ability: when one sees a yuki-on-na, chances are good that this curse will befall them.
They are associated with blizzards and snowstorms, and they rarely attack outside of them. This allows them to get very close to their intended victims. Their talents with divination let them read an enemy very well, often tricking or decieving it.
Yuki-on-nas paralyze their prey with a gaze before moving in with an icy touch. They are not resilient fighters, and will flee combat easily, especially after they've disoriented and misdirected.
As might be expected, yuki-on-na are immune to cold, but take extra damage from fire.
Yuki-on-na seem to have a particular antipathy for humans, whom they prey on almost exclusively. Other creatures in their region seem to be able to exist fairly adequately alongside these creatures.