Hi D.,
My daughter was EXACTLY the same way at that age, which was last winter. She was actually not only petrified of snow, but sand as well. We spent 10 days in Hawaii last year when she turned 2 and she refused to step foot in the sand. Made us sad because we had visions of building many sandcastles together, but it was not to be.
Rest assured, this phase will pass! A year later, my daughter is completely fascinated by the snow. I cannot get her to the car without her stopping to say she wants to play in it first. Same with sand - we recently returned from a trip to Puerto Rico and she was loving the beach. The funniest part about all of this is that she remembers she used to be afraid. She has said to us "remember when I was on the beach before and I was scared?" She has said the same thing about the snow too.
Don't worry about it much. Snow to a toddler is a strange thing - and can be frightening. It is very cold!! It is uncomfortable to touch with bare hands and they don't understand that it won't hurt them. Over the next year, she will grow and mature and probably see children on TV playing in the snow, or neighbor kids as well. By next winter, it will be a completely different story.
Hope this helps! : )