Hyborian said:
In a Nordheim campaign, the main enemies should be the weather and the terrain. If you look at the environment rules in the SRD, you'll see that surviving in ice cold landscapes can be much of a challenge for 3rd-lvl heroes. Add some vanir raiders, polar bears, wolves and other ape men, and your PCs will probably flee toward warmer kingdoms
I don't know if I would agree with this, per se.
Howard never really made a big deal about survival in the winter (or other environments, with the one exception in
Xuthal of the Dusk) ... it was just another flavor to the adventure or something to keep in mind, not an threat in and of itself.
Characters from those lands (Cimmeria, Asgard, Vanaheim, Hyperborea) should know all of the tricks of survival as a matter of course.