Ice nymphs are barely much different from other nymphs, save for being cold-resistant and having slightly lower base experience - they can still pose a threat to you by stealing vital items as usual. This can become especially dire if you are relying on an external source of cold resistance (e.g. armor or a ring) to safely traverse the Ice Queen's Realm, or else end up charmed into disrobing during a fight with Geryon.
A female creature from Roman and Greek mythology, the nymph
occupied rivers, forests, ponds, etc. A nymph's beauty is
beyond words: an ever-young woman with sleek figure and
long, thick hair, radiant skin and perfect teeth, full lips
and gentle eyes. A nymph's scent is delightful, and her
long robe glows, hemmed with golden threads and embroidered
with rainbow hues of unearthly magnificence. A nymph's
demeanour is graceful and charming, her mind quick and witty.
Theseus felt her voice pulling him down into fathoms of
sleep. The song was the skeleton of his dream, and the dream
was full of terror. Demon girls were after him, and a bull-
man was goring him. Everywhere there was blood. There was
pain. There was fear. But his head was in the nymph's lap
and her musk was about him, her voice weaving the dream. He
knew then that she had been sent to tell him of something
dreadful that was to happen to him later. Her song was a
warning. But she had brought him a new kind of joy, one that
made him see everything differently. The boy, who was to
become a hero, suddenly knew then what most heroes learn
later -- and some too late -- that joy blots suffering and
that the road to nymphs is beset by monsters.
[ The Minotaur, by Bernard Evslin ]