From the Super Mario Wiki
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Blizza is the sixth and final Snow Spirit Mario and Sonic the Hedgehog meet during the Adventure Tour in Mario & Sonic at the Olympic Winter Games. It is the Snow Spirit of Blizland. Mario and Sonic first find it held hostage after defeating Rouge at the end of Icepeak 2. Rouge then forced Bowser & Dr. Eggman to release after Blizza they try to bribe her with a ton of Whitestones. After Blizza was free, Eggman and Bowser capture Frosty and quickly escape to Blizland. Blizza then joins the team to help save Frosty while Icy returns back to Icepeak. If the player has 4 purple crystals, it can destroy the ice walls in Blizland.