This was the first weekly Exo Challenge that became available in Destiny 2: Beyond Light. It’s likely that this is the one you completed if you got The Lament exotic sword during the first weekend when the quest popped up. You can start this challenge from the Bray Exoscience zone.
If you’re out in the snow, you’ll get a debuff called Biting Cold. If this reaches 10 stacks, you’ll die. But, if you manage to get to a brazier (fires), these stacks will slowly dissipate thanks to the Shelter from the Storm effect.
The objective, therefore, is to reach the very top of the frozen landscape. Make sure you’re fast and careful as well so as to avoid unnecessary deaths.
The enemies you kill will drop motes that can reduce the number of Biting Cold stacks.
Once you reach the top, you’ll fight a Vex hydra boss. After eliminating it, you’ll complete the weekly Exo Challenge.