Up upon the Crystal Mountains in the Frozen North, there stood a palace. It was a rather strange palace, for where it was quite ordinary with it's foyer, it's multiple floors, and it's ball rooms with magnificent chandeliers, the whole thing was made of ice.
Not one single thing in the palace other than the one living there was anything other than frozen water.
Now you may wonder 'Why anyone would' or 'How could anyone live in a place like that?'
Well to put it simply... He's magic and never feels the cold because he's the one who creates it. And hates anyone/thing that stops his cold from spreading.
For the last 3000 years right in the middle of winter, when Old Stallion Winter's magic is at it's peak, those foul, horrible, found-under-hoof, riff-raff ponies down bellow, celebrate 'Hearth Warming' stamping out his wonderful cold with the warmth they have in their (blah...) hearts for each other.
"Well this year... That is all about to change..."
(insert evil chuckle/laugh here)