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How to throw a snowball
Wear gloves.
Gloves are essential if you want to avoid cold hands or potential hypothermia. It is applied pressure that makes a snow stick together, so heat from bare hands will not make forming your snowball easier.
Gloves or mittens with some waterproof coating will be your best bet, as they often provide extra gripping, which shields your hands from the getting wet while forming and throwing your snowballs. Find some snow! You can't throw a snowball without any snow.