Why were they covered in ice/snow the first time through the portal in SG1?

It was never directly addressed, but evidence throughout the series explains the logic reason.

First, some quick background. The First season of SG1 is set a year after the movie. The Stargate program was shut down after O'Neill supposedly nuked Abydos. A year later, Apophis retaliates for Ra's death by sending Jaffa through the gate to Earth, setting the plot of the Children of the Gods into motion.

Until ol' snake head attacked, the US government thought that the Stargate was a single point to point travel to Abydos only. It was the moth balled because it served no other purpose. Research on it was essentially halted.

Once the plot kicked in, they had reason to research and improve the Stargate control, due to the constant recon and procurement missions that are the SG teams standing orders.

The Giza Gate that SGC uses had no Dial Home Device, so the Tau'ri had to jerry rig one up through super computers. Most of this was done by Major Samantha Carter.

It's constantly mentioned that they are basically hacking the gate to make up for the missing DHD. It's not until "48 Hours" that we get a specific detailing of how that happened.

McKAY: The gate wasn't meant to be used without a dialing device. Your computer system ignores 220 of the 400 feedback signals the gate can emit during any given dialing sequence. It is a fluke that you picked up the buffer one, and for that matter, I'm surprised that you even bothered aborting a dialing sequence, despite the error.
CARTER: What is that supposed to mean?
McKAY: I've read the reports, Major. You've ignored error data and bypassed dialing protocols on several occasions to get a lock.

And

CARTER: Well... in order to overcome the lack of a DHD we have to create the proper interface between the Gate and our computer. We generated a series of instructions based on electrical impulses to which the Gate crystals would respond. Now these were found mostly by trial and error over a great deal of time. What we need to do now is find a series of impulses which would instruct the Gate to override one of its primary functions.

And

SIMMONS The Pentagon feels Doctor McKay has become the foremost expert on the Stargate.

HAMMOND Next to Major Carter.

McKAY With all due respects, Major. You spend most of your time in the field.

HAMMOND (impatiently) Major Carter spent 2 years working on the gate prior to her 5 years at the SGC. She's the one that made this program viable.

McKAY Actually the interface she designed is full of flaws.

CARTER Well, I admit it's not perfect but it's certa...

McKAY (interrupting rudely) It has caused numerous unnecessary situations, any of which could have ended in catastrophe.

Essentially, it points out in vivid detail that the SGC Stargate operation is a blind box reverse engineering job, by someone who spends most of her time doing other things.

Other episodes show the scoobies constantly changing how the SGC computers talk to the gate in order to change it as plot demands. Speeding up the dialing process. Adjusting for stellar drift. Disengaging mid-connection. Cause it to jump gates. Connecting through a sun. Time travel due dialing during a solar flare. Etc.

The logical answer being that the frost effect seen in the first few episodes was a matter of imperfect communication between the SGC computers and the Stargate. An error that was fixed after renewed and continuous use of the Stargate, caused by an enemy attack provided practical feedback/experience. In other words, a quiet hot fix or patch for a software error.

Plot wise, they fixed the problem, without any fanfare, something you would expect through routine adjustments, calibrations, and improvements.

Notice that the frost effect was only witnessed on the Earth gate. Ignore that we only see the Earth gate used during those episodes. Those first few episode likely experienced a few dozen gate jumps, which beats the previous record of 4 (The manual dial with the guy in the diving suit, and the few dials from the movie), giving Carter and the gate techs the raw data needed to correct the flaw.

There was a throwaway line in SG1: Red Sky about the issues around the Stargate, notably the "rough ride" and the tendency to chuck them out of the event horizon at high speed. This presumably also encompasses the 'frosting' effect and the fact that it stopped after Carter had some more data to work with:

DANIEL: (getting up and taking off his hat) Okay, What was that?

O'NEILL: Carter?

CARTER: I don't know, sir. Margin of error in calculating planetary shift used to cause the rough ride, but we fixed it.

O'NEILL: Carter?!

CARTER: We did have to override some of the dialing protocols in order to get a lock. I'll check the dialing computer when we get home.