I've always wondered how snow feels like in-person.
There are many kinds of snow. It can feel like anything from powdery to slushy to hard as rock, depending on how weather is and had been lately.
Especially a snowball, or how to make one with a thick glove and then form a really nice sphere of snow.
Making a snowball is just as easy as forming a ball from dough in your hands, if the snow is good. For the best snow, you need the air to be around 0 to +2 degrees Celcius, and for it to not have rained water recently.
Like, if you use a wool glove, do those tiny fibers stick to the snowball?
Yes. Snowballs are hard to make and throw with certain types of handwear.
Or is it like compacted-but-soft-and-opaque ice?
A well-made snowball, yes.
I've only seen people hold snow with gloves and protection, all in the movies and otherwise--can you hold it barehanded?
Yes, and if the air is particularly cold, they actually harden for good aerodynamics after being melted a bit by one's hand's warmth and pressure.
Is it like 'badly cold in 3 seconds'?
Depends on the person, but most people can handle snow barehanded for a while. It's also notable that handling snow may make one's gloves wet, reducing their insulative properties and making one feel cold in the long term.
Like holding ice cubes that you can see the subtle vapor trailing off the top?
When the air is freezing cold, it's generally too dry for that to happen. If you bring snow inside a warm and humid house, it will happen, but might be hard to notice because the snow itself also melts.