Snowman was once a bird but he's forgotten how to fly and the rest of his feathers fell out, and so he is cold and he needs a second skin, and he has to wrap himself up. No: he's cold because he eats fish, and fish are cold. No: he wraps himself up because he's missing his man thing, and he doesn't want us to see. That's why he won't go swimming. Snowman has wrinkles because he once lived underwater and it wrinkled up his skin. Snowman is sad because the others like him flew away over the sea, and now he is all alone.