The Snow Prince was a powerful Snow Elf warrior who lived on the island of Solstheim during the late Merethic Era. He was a much respected and loved ruler by his people but was killed in battle against the ancient Nords.
Battle of the Moesring
Towards the end of the Merethic Era, the Snow Elves had been hunted to near extinction by the invading armies of Ysgramor. Mereth had already been purged of Snow Elves, so the ancient Nords turned their attention to Solstheim where a great number of skirmishes were said to have taken place.
The Battle of the Moesring is considered to be the final stand between the Nord and Snow Elf armies. Initially, the ancient Nords cut great swaths through the enemy ranks with their superior weapons, and it was said that the slopes of the Moesring "ran red with Elf blood"
The tide turned when during the battle, The Snow Prince rode in on a "brilliant steed of pallid white." It was said that his spear and armor bore the radiant glow of unknown magicka. The Snow Prince inspired great hope and inspiration to the last remaining army of Snow Elves.
The Snow Prince fought fiercely and seemed to control the ice and snow itself. Several of the mightiest Nord warriors fell before him and the tide of battle had begun to turn. Unexpectedly, a twelve-year-old girl named Finna watched as the Snow Prince killed her mother. In her rage, she screamed and threw her mother's sword at the Prince, which struck him in the breast and killed him.
His death shattered the spirit of the remaining Snow Elf warriors. Many fled, seeking refuge from the Dwemer, and those that remained on the battlefield were killed. News of his death spread across the land, reaching even the isolated and scattered tribes of Snow Elves across Skyrim.
It was Nordic tradition to burn the corpses of their foes, however it was decided that the Snow Prince, who was so loved by his kin, deserved better. Instead the Nordic chieftains honored him as a great warrior by having his body wrapped in fine silks and buried in a freshly dug barrow  that later became known as Jolgeirr Barrow.
His gleaming armor and spear were presented on a pedestal of honor, and the tomb was arrayed with treasures worthy of royalty. He was not offered the protection of Stalhrim however, as it was reserved for Nord dead alone.
Shortly after the Snow Prince's tomb was sealed, grave robbers attempted to break in. The Nords respected their fallen enemy, so they defended Jolgeirr Barrow. Soon the location of the tomb became lost altogether. Early in the Third Era, a group of bandits rediscovered the Jolgeirr Barrow. They broke in and tried to steal the Snow Prince's famous armor, but only managed to take the helmet, leaving behind the rest of the armor, the spear and the Snow Prince's remains.