yes, the issues come with really icy parts that could cut up the legs, ice underneath the snow, unknown holes underneath the snow, or working too hard in REALLY deep snow. Other than that you're golden. For the most part, snow is really fun to ride in so enjoy it!
IF you get really deep snow(sounds like you don't?) I'd be careful about trotting in it too much, as it puts strain on the tendons.
A horse is the projection of peoples' views about themselves--strong, powerful, beautiful--and it has the capability of giving us escape from our mundane existance.