Those pretty icicles hanging from your roof are caused by ice damming. A charming winter picture post-card they may make, but not such great news when it comes to the cause of those icicles.
Large amounts of snow on the roof and temperatures around the freezing mark are the perfect conditions for ice damming. If the air in the attic is above freezing, it warms the roof sheathing and melts the snow above. The melted water runs down to the roof overhang, which is not warmed by the attic but rather, cooled by the outdoor air. If the air and the overhang are below freezing, the water freezes and forms an ice dam. This can cause water to form a small pool which can build up under the edges of the shingles and leak through the underside of the roof, into the attic and potentially the walls and ceilings.
The solution is to identify where air is leaking into the attic; warm air rises into the attic through leaks that might be found around light fixtures or the attic hatch. Identifying additional leaks could be done by having a home energy audit performed by a certified energy auditor.
Something to consider as your next home maintenance project.