These elements—cold weather, humidity, and a stimulated trigeminal nerve—combine to create something that isn’t an odor, but a sensory experience you’ve come to associate with snow. That’s why when asked to describe the scent, people often use words like “clean,” “fresh,” and “cold"— a.k.a. things that don’t have much of a scent at all.

— Read the longer explanation at What’s Really Happening When You "Smell" Snow at Mental Floss.