This is set immediately after the movie's intro scene.
He walked back to the frozen lake, trying to push the ghost town out of his mind. It's what he tried to convince himself that it was. A town full of ghosts, who could neither see or touch the living as they re-enacted their life, unaware of their death. Otherwise, he would have to think that he himself is the ghost. And that was not something he wanted to consider.
A frown made its way on his face when he looked down at his feet. He wore no shoes, yet, while he felt the cold surface of the frozen lake underneath his feet, it caused him no discomfort. He felt chilled to his very core, but it was not a bad feeling. The cold was familiar. Welcomed.
His eyes landed on the more chaotic patterns of frost on the ice, where the shepherd's crook he was holding painted delicate frozen lines on the otherwise smooth ice. He lifted the staff to inspect it, marvelling at the ice that now covered most of it. It seemed to be thicker where his hands rested, even moving as he trailed his fingers along the shaft. A faint blue glow emanated from within the ice, coloring it. This was no normal frost. The staff must be magical.
He wondered where it came from and why it reacted to his touch the way it was. It felt right in his hands. He had been drawn to it from the moment he was pulled from the lake and he felt its power resonate within him. It was his, and no one else's, he knew. It was one of the very few things he knew.
Remembering what he had done earlier, he decided to experiment. He placed the crook of the staff against a rock and watched as frost started to cover it. He felt as if the cold inside him reached through the frozen staff to spread upon anything it touched. It wasn't just the staff. He was doing that.
A little shakily, he rested his fingers on the bark of a tree and tried to pull from the iciness within him. Nothing happened. He closed his eyes and tried again. He could feel a pulsing cold inside him. He willed some of that cold to travel up his arm and through his fingers. He felt the texture of the bark change under his pale fingertips. He opened his eyes and smiled proudly when he saw the thin, white lines of frost extending from the tips of his fingers. It wasn't just the staff.
His smile faded a moment later when he remembered the townsfolk who had walked right through him. How could he truly believe that they were the ghosts, when he was a pale, cold boy with no memory, pulled from beneath the ice, who could freeze things with a mere touch? If they were ghosts, he certainly wasn't normal himself.
He looked up at the large moon in the sky, the first thing he could remember seeing, and begged it for answers.
"What am I? Who am I?"
And, shockingly, the Moon answered.
"Jack Frost."
