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Sinister and predatory winter wraiths of ice and cold. Phantoms of frost, icicle specters, etc.

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Well the actual myth about windigos is that if someone in the wilderness commits cannibalism, that person would turn into a monster call the Windigo.

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In actual myth they called wendigo, in MLP they called windigo, because wind, you missed the pun.

I already tackled this back in October when I was writing the final story of The Creepy Three: An Anthology. In it, there's a paragraph in which describes the pony turned windigo:

Sprout quickly turned around and she too screamed as she saw the pony she knew as Golden… and at the same time, it also wasn’t him… to be behind her. His coat had become a ghostly pale yellow to the point that it was nearly white. He somehow became unnaturally taller that seemed to tower over her. Yet, the face of Golden looked demonic with a longer face that held a skeletal, bloodstained grin, antlers of ice that pointed down like spears at her. But the worst of all, was the eyes as they were corpse-like blue.

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Think there was an episode about the start of Hearthwarming eve and windigoes was in it.
Windigoes also feed on negative emotions.
Maybe, not sure.

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Give them the role of Krampus. Santa Hooves brings gifts to the good foals of Equestria. The Windigos bring punishment to the bad ones.

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It is night and cold and wind and hunger. Nothing more. Nothing less.

It has no eyes, yet it marks its prey. It has no voice, yet it calls ponies to it. It has no mouth.

Yet it feeds.

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It is probably not that whorl of spindrift snow passing over the ridge in the moonlight.

But if it were, you'd never know. Until too late.

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It feeds on malice and hate, so of course the isolated cabins and farmsteads whose inhabitants sit out the long winter in close quarters, unable to get away from each other--are as laden trees from which it may pluck ripe fruit.

PKAY SO REALLY BORED AND SAW THIS, SORRY BUT LIKE . . . YEAH I'M NOT BORED OR WRITER'S BLOCKED ANYMORE XD SO THANKS.

The Windigoes live in a place that make the Everfree forest look like a haven. They live in the black forest, where it's so dark it looks like your walking through an endless void. You always feel like someone is watching you, and when you turn around, there's no light from the safety you foolishly left behind. The silence gets the best of you, it's as though there is nothing the world has been muted . You keep on walking what else there for you to do? And then you think you see it, that one in a million speak of light that will guide you back to safety. You run to it, terrified of losing it to the point that you don't even blink, until you hit one of the many dead trees that have been hovering over your shoulder and whispering secrets of where your hiding to the master that had sucked the life out of them all those moons ago.

There's finally something there in front of you when you open your eyes again and bring yourself to you feet, you're eye to eye with the light that had guided you further into it's trap, and patiently waited for it's meal. Your terrified, angry that you had been lead into this dread forest in the first place, and it becomes more excited, and finally it reveals itself.

A willowed light glows behind it and what used to be the body of a pony was not the illongated mangled figure standing on it's hind hoves. Its skin hanging from its exposed bones, and it's pelt rippled with tears from the few that had managed to fight back before they lost their battle. You try to scream out, but nothing comes out, you try again and again, but there is nothing but you find nothing but a hooful of failed attempts - You know you're going to die. It brings it's snout closer to you, and widens it's mouth to growl at you, but where his jaw should have stopped, didn't deter him from letting his mouth fall to the center of his chest, revealing the rows of canines, and before you know it, there is black once more and silence.

The beast continues it's feast, and the forest fills itself with gloom gray, and ash like flakes tumble from the ground, as it waits for it's next visitor that will feed its master.

The windigo are anathema to everything that Equestrian society is. Distant cousins to the Changelings, the two are also mortal enemies, apex predators competing for a shared food source.

While changelings feed on love, the windigo feed on hate. Where the Changelings are amorphous, physical transformation, the windigo crave nothing more than the flesh.

And, if they cannot have it, to create a frozen Hell for all who do.

Nopony knows where they came from, originally. Ancient texts speak of them along with the Umbrum, creatures of shadowy misery. Starswirl has hinted that he might know, but when asked his face becomes ashen and his expression distant, as though seeing a time and place beyond even Limbo. What is known about them, beyond folk stories, is this.

The craving for Flesh, seeing its blessing squandered by ponies, drives all the windigo do. When they find a heart frozen with hatred, a soul so callous and bleak that nothing can thaw it, they can find their way into a mind and soul. Doing so costs them their magical power, but they trap themselves willingly... for a time. Most proceed into brief, blazing lives of ecstatic excess, the finest foods, the boldest wines, art, lust, the FLESH!

These windigo find themselves destroying the body they worked so hard to control, and are either cast out by wielders of the Fire, or forced to abandon the dying Flesh before they follow it to the grave.

These are the windigo that Equestria *hopes* it encounters.

Truly aged windigo, or worse, visionary ones, recognize that their immortal hungers and lusts cannot be sated with a mortal frame. Knowing they are damned, unless they can somehow usurp immortal bodies, they rage against a world not meant for them to enjoy. When these Elder windigo claim a victim, they are more cunning. Knowing they are restricted to a single lifespan in that Flesh, they refrain from its pleasures, living austere, even ascetic lives meant to eke every possible moment out of their shells.

Because from within these stolen bodies, they can engage in what is known amongst their kind as The Working. Slowly but surely, they spread their hatred of those who can savor the Flesh, of those who are different, of those who are easy targets. As they do, additional hosts are made suitable for inhabitation. The goal?

That varies from one Elder to another. Some seek to freeze the world so that all suffer as they must.

Others seek a world where they and their covens might deny the Flesh to its owners, a puritanical hellscape of denial.

And others....

There are tales of a young windigo who achieved the restraint of an Elder, but the brazen arrogance of youth still burned within. This windigo took over an umbrum - and stole the secret of imbuing the quasi-solid Flesh of the wraithlike miseries into a false body, animating it and maintaining the strength of the false shell. This windigo swiftly did precisely that, crafting an immortal body of Crystal and blackest ice which could indulge in the Flesh for near-eternity. Taking the moniker of the Shadow King, he sparked a war between pony and umbrum that nearly annihilated both before he was banished... but even then, Sombra could not be extracted from his umbrum host, and was instead cast into the Void along with the decadent, dying nation he had used as his personal Sodom and Gomorrah.

He came closer to completing the Great Working than any other - a world for windigo to savor, while their former victims suffer as playthings. Had he not been selfish with his secrets, it is likely others would have followed. Mercifully, with his destruction, the secret died as well.

Hopefully.

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In my headcanon, I don't think they're evil after all. Since they feed on negativity and can basically create blizzards, I think they were sent as a punishment for the ponies' racism against different subspecies until they learn how to become friends and never hate each other.

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It's my headcanon for a 'verse that I'm working in (though I haven't gotten the lorekeepers to clear it yet, it's going to be used in my version of it.)

Feel free to borrow it though - just please credit me if anybody asks where the idea came from. XD

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Sure, if I ever actually finish *writing* the damned thing. XD