Snow man? What snow man? We don't see no stinkin' snow man.
Seriously. Where's the snow man? We were kind of excited.
Disappointed hopes aside, it's probably clear by now that this poem is not about three balls of snow and a carrot nose. There's no snow man here. In fact, there's practically nobody in the poem at all. Wallace Stevens has been called a poet of ideas, after all.
So then what gives with the title? Shmoop thinks "The Snow Man" is a big honkin' metaphor for the mind at its best, its purest. The snow man, of course, has a mind of winter. And that means he's able to shirk all his emotional baggage and regard winter for what it really is: winter. It's not bitterly cold, or miserably snowing. The snow man is the listener, the one who can know the "nothing that is not there and the nothing that is."
Which raises a question: are we supposed to want to be like the snow man? Do we want to drop all our baggage and see reality as, well, nothing at all? Or do we want to hang on to our feelings and project them onto the things that we see?
And do we even have a choice?