When you dream about frost, it's possible that you are emotionally distancing yourself from someone in your waking life. Perhaps you care for someone less than they care for you and trying to let them know by pulling away from them?
It can also mean a setback in your goals- perhaps something has come along that has halted your progress lately and you feel behind.
Another interpretation is that it indicates a period of hardship- you might be worried about money and resources right now and worried about how you are going to get by.
One final thought process is that it signifies an opening, so you and others can access your emotions at a deeper level. You may try to come across as having an icy exterior but it doesn't take much to delve deeper if people aren't put off by this layer.
The Complete A-Z Dictionary of Dreams by Ian Wallace
tagged in Dream Interpretation