Here's a helpful guide from Wuote, a community member from DunkOrSlam's stream.
Try collecting 2500 gold. This biome usually has spell shops and add mana spells on wands granting you much needed power spike. Move slowly, don’t jump straight down if you hear electricity chances are you are hearing an ukko – one of the deadliest enemies, avoid or shoot ukko from a distance, be very careful. How to traverse: generally, try to move from right to left – less chances to get overwhelmed/get ambushed (don’t go inside the dark area). If in danger – go right all the way till you see dark brown rock, then go straight down – that is one of the safest ways to skip this biome entirely.
Generally the snowy depths are quite tricky. I try not to spend too much time in them.