Snow is frozen water vapor-distilled water, in essence. It could pick up some airborne microbes, unlikely because of the effectiveness of solar UV in killing such off. Might have some nasty acidic factory waste particulates on board, the source of acid rain-but not enough to make it physiologically harmful, or even sour-tasting. The rest of the post-precipitation contaminants generally add some color to the snow, and this is postulated as absent. Drink it, I would.