Eating icicles or snow instead of drinking water is usually not encouraged in survival texts. It might quench your thirst, but the energy and heat lost melting the ice will eventually exhaust you. And here you are in an environment that's probably pretty exhausting already.

If you can afford to trade food and rest for water, and have no alternative, then eating ice might be ok. But it is almost always better to melt the ice somehow (fire, stove, sun, NOT by holding it in your hand) and then drink the resulting water.