Jack Frost is said to have come from the Russian fairytale, Father Frost.
In the story, an evil stepmother orders her stepdaughter out into the cold and dark forest. While she is there, Father Frost comes to see her. She is polite and kind to him and he rewards her with a box of beautiful clothes and shows her the way home.
The evil stepmother and her daughter are very jealous of the gifts, so the daughter goes to the forest to meet Father Frost. But the daughter is rude to him and Father Frost freezes her to death.
Jack Frost, like Father Frost in the story, is known for his mysterious appearance in cold winter weather. He is usually pictured as an elf, dressed in white, with icicles dangling from his clothes.
According to English folklore, Jack Frost nips at the fingers and toes of those who go outside on cold winter days. You can tell when he has visited as he leaves a trace of himself behind - a beautiful frosty pattern on a window or leaf.