Rain on Your Parade

To unlock this, you just need to reach the "Snow Theatre" stage as part of regular gameplay. You can't miss it.

This is after the large city area and a simple level called "Just Paint". It looks like a red curtain with two pillars in front of it. When you reach the level, there is a cut scene with the grandad talking to the child. Once this is finished, you get a taster of how to use snow, similar to the "thunder" introduction earlier in the game.