Okay, i'll try to explain, but it's quite hard without visual representation.
I've started just with main colors – as usual for backgrounds. Next – i've used couple of custom brushes in Adobe Photoshop CS5 for rocks. For snow I've tried lots of brushes, but finished with almost same brush, but slightly changed shape to be more flat.
Characters were the last ones – two basic round brushes. One with pressure sensetive, one without.