Visible light is made up of all the colors of the spectrum.
Snow reflects all of these colors, so when you look at snow in direct sunlight it is a dazzling white. When you block the sun with you body and form a shadow, the light from the sun is no longer hitting the part of the snow that is in your shadow. You would think that since no light is hitting that area, it would look completely black. However, there is some light that is hitting the snow in your shadow. That light comes from the sky.