Feel free to read the book, "The Feast of Winter Veil", to learn more about the holiday. When you are finished with the book, deliver it to Cairne Bloodhoof in Thunder Bluff.
Here - if you are interested in learning more about the Feast of Winter Veil, read this book. While I think our recognition of the legend is the appropriate one, I'm enough of a student of legends to appreciate the collection of all information into a single source.
When you're done, take the book to Cairne Bloodhoof in Thunder Bluff. I know for a fact he'd be interested in hearing that others have taken an interest in the lore of our people.