He’s a snowman from a ski mountain, who came to life due to 3 boys’ unoffered gifts.
On the last day on winter break, 3 students of a snowboarding group who had planned to confess to the same girl named Yuki Niseko, hid their gifts for her in that snowman, unbeknownst to each other. However on top of having failed to meet Yuki, the snowman got frozen solid and they couldn’t recover their gifts.
Their unfulfilled desires gave life to the snowman who would follow Yuki, causing freezing temperatures anywhere she goes. After Rinne figures everything, he makes the snowman visible, allowing one of the 3 students Appi to break it and recover his gift, same for the other 2. As they offer their gifts to Yuki, the snowman was put to rest, although Yuki could not accept their gifts.