The gray band above the icicles and below the super-white snow is an ice dam: 3" of ice that's formed at the edge of the roof. These happen when the snow on the roof melts and runs to the edge, then re-freezes. They can be a problem when the melted water behind them seeps thru the roof into the house, and wrecks your plaster ceiling. The solution is a Bituthane, rubber membrane below the shingles that prevents any water invasion.