Story Scroll: Whirlwind's Gift
When you reach the Battle Gate in The Blizzard Bridges, peak behind the platform to find this.
Lost Mittens (1/4)
Take a left from the second Battle Gate with the Twistpick Cyclopes. Head up the slope to find a Fire Elemental Gate and some crates. Destroy the crates to discover this.
Legendary Treasure: Expensive Souvenir
Now use a Fire Skylander to enter the nearby Fire Elemental Gate. Complete the challenge inside by grabbing all three keys, and you'll receive this as a reward.
Lost Mittens (2/4)
Shortly into The Frozen Curtain, you'll spot these above a pile of snow. Continue forward just a bit, and after the cut scene, you'll find a shovel frozen in ice. Thaw the ice, grab the shovel, and return here. Dig out the snow to reveal a Snowroller, whom you can bounce on to reach the mittens above.
Make a left from the same snow pile to find an Undead Elemental Gate. Use an Undead Skylander to enter the area and find more buried Snowrollers. Move through the course and free them all to receive this.
Lost Mittens (3/4)
Once you enter Hibernal Harbor, make a right. Destroy the crates here to reach another pair of mittens.
Lost Mittens (4/4)
After freeing the final pair of snowmen from the ice, rotate the laser a bit more to melt the additional ice in the area. This will allow you to scale the hill and reach the last pair of mittens.