Yuki-Onna

In English, she is called the Snow Lady.
She is a Japanese Urban Legend.
There are many different versions of the old story about the Snow Lady, the most common is this story below.
There was a warrior named Bushi who was asked by the Snowlady to hug a child similarly, but the warrior held a short sword by the mouth and hugged the child while making the blade go close to the child's head, which allowed the warrior to avoid the aforementioned phenomenon. When the warrior handed the child back to the Yuki-onna, the lady gave many treasures as thanks for hugging the child. It is also said that those who are able to withstand the ever increasing weight of the Yukiko and last all the way through would acquire great physical strength.