Nikki was brought to life among other snow creatures from the snow gods through the power of a magic hat. However her soul was so pure and noble that the gods granted her eternal life as long as the hat remained on her head. She was filled with joy until she realized this meant witnessing the horrific demise of her fellow snowmen once winter ended. Despite the heartbreak, Nikki carries through, bringing joy to all who cross her path, and overall making the world a better place. You'd think she'd be miserable from her inability to die, but no. We know this since the hat is only a small reach away.