   Welcome to Writing.com!!!
Hi, and welcome to the site! Normally, I keep my reviews for new members a bit briefer. However, I feel that this is a very clean and well-written piece by someone with obvious talent, so please know that my feedback is aimed at helping you to make a good piece even better.
I really enjoyed this story, although it is obviously not finished. It did leave me wanting more. If you choose to sign up on the site, I would consider putting this into a book and breaking it up into chapters. That said, it works fine as is. Following are my thoughts as I read through the story thus far. It was very enjoyable.
 From a technical perspective: I always recommend that you never select 'other' as an option for either the genre or the type, because this limits where your writing is listed. Instead, pick three genres to maximize your visibility. I'd label this a 'short story', as well.
Valen tried to fix is gaze his gaze
His eyes turned to the soldiers further to the north and along the choked ravine, they were just silhouettes in the last of the days light and like him, moved wearily. This is a run-on sentence. I would personally recommend breaking it in two and starting a second one with 'They were just...', but if you want to keep it as one thought, the comma should be changed to a semicolon.
his Grandfathers sword lowercase 'grandfather', and it should be grandfather's
for the reason you think man. comma after 'think'
the man had put it to him Capitalize 'the' at the begining of the sentence.
He considered the question before giving his answer, “It’s my period after 'answer'
he had added “My Grandfather was a warrior”. your punctuation is off. he had added, “My Grandfather was a warrior.” You do this a couple of other times. Make sure that you put your punctuation inside the quotation marks. then find me again”. again." There are several other places.
Behind him the dull comma after 'him'
“Shields!” without thinking he called the order. This is two sentences, so capitalize the 'without'. You have a similar problem with the punctuation around your sentences. A great reference piece for help on punctuation and formation around dialogue is "Dialogue"  .
He then stayed by the horse leaning on it heavily comma after 'horse'
The boys had just finished their archery competition, on the edge of the forest no comma
we wont be back home won't
 In terms of content:
Snowflakes hung suspended in the late afternoon air; not seeming to fall but just dance lazily in the faint breeze as if unwilling to relinquish their individual beauty to the endless carpet of their fallen comrades. Wow, what a great way to open the story! There are some great images here, and you really capture the moment. However, for a sentence, it is a bit long. I would consider breaking it into two; end the first one at 'air' and then make the second read They seemed not to fall but..., or something to that effect. This makes it not quite as confusing and much easier to follow.
You have several sentences that tend towards being too lengthy. The problem isn't wordiness, because you have some wonderful images that I don't think need to be trimmed or cleaned (which is what most people need to do). Instead, it is just too difficult to follow them from one end to the other. Simply cutting them into two (or maybe three, depending on the sentences) would make them flow easier, allowing the reader to enjoy what you have painted far more completely. I have listed a couple of examples here as noted, but it is always possible that <gasp> I may have missed something, so read back through it yourself. A good tip to check on flow is to read your work out-loud; you'd be amazed what you catch when you do that. So, anyway, what I noticed:
He threw another snowball...
As Orn turned his eyes uneasily back
We need to head for home
He threw another snowball at the outcropping of rock Wait, he has yet to throw the first snowball, so a second is a bit premature. I would just change 'another' to 'a'.
It was hardest on the old and the very young, Valen reflected, not even being allowed fires added to the misery if that was possible. Runon; start a second one with 'not', and I would cut out 'even' to clean it up. My opinion - which of course is the majority of this review  - is that you should clean up the phrase "not even being allowed fires" and try to make it a little smoother. I am trying to think of an example way I would clean it up, but I think it can only be done with the addition of more facts. (I am writing this before reading further, so I am unsure yet why they could not have fires, but this is for purposes of example.) Fires would attract unwanted attention, and so they suffered through the miserable cold without even the hope of warmth in the evening. Hopefully this gives you the idea of what I am trying to convey. 
At least he couldn’t actually remember the last time he had been anyway. The combination of 'at least' and 'anyway' makes this a bit wordy; I would cut one or the other.
Snow fell from Valen’s cloak as he stood up with the last group of refugees. At this point, I am finally understanding what is going on. I see that he is not a soldier but a refugee. I'm trying to decide if this information should have come sooner, but I don't think so. I think this information comes in very well placed, and I like the fact that you have done it so subtly. 
Orn neither liked nor disliked the Captain but he had developed a respect for him over the last couple of days. Prior to that Orn had had no contact with him. This information, while pertinent, does not fit in this section. Here we are in the middle of action. This information might better be given a little sooner or later, so as not to break the flow of the action.
I think we’ll have a very heavy blizzard, but it should only last about 20 minutes or so This doesn't seem to make sense to me. One would think a heavy blizzard would last longer than 20 minutes. Now, a heavy snow might only take 20 minutes.
As a final note, this is obviously incomplete. I recommend a couple of things. At a minimum, I would label it as a draft. However, I would consider waiting to post until you are finished. Otherwise, you will get 'half rates'. People will rate you, for instance, for an inconclusive ending because it's not finished. You'll wind up with lower rates than you might have received with a finished piece. Anyway, just something to consider.
 Overall: I really enjoyed this piece. You have some great images, and do a great job of describing the scene and setting the mood. You have quite a way with words. There are a few technical points you could hit on to clean this up, and I think that you could make the transitions between sections a little cleaner (the first and second chapter seem unrelated but I realize you are not yet finished), but overall you do a great job.
Welcome to the site! Write on!
SG
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