Not to say your answer was very close, Aerith's Knight, and you had the perfect idea. Just not the correct one. I'm sorry. You made some very good guesses, as did you all.

It occured to me that I didn't really give an explanation for my riddle. I'll give it anywho, just if anyone was curious.

Soft and blinding, so very quiet,.....Snow makes no sound as it falls, unlike rain.
Dancing with such deadly grace......Wind tends to swirl the snow about quite a bit.
With a whisper and a dream,..........If exposed to long to the cold, one gets tired and falls asleep. Eventually, a person will freeze to death as they sleep.
Death comes in on silent wings.......self explanatory.