How did the Winter Olympics begin?

In the early years there were only Summer Olympic games, held every four years from 1896 onwards.  The first few games comprised only traditional summer sports such as athletics.  By 1908, skating had been added to the bill; however, in that year and in 1912, the Olympic games remained resolutely summery in their outlook.

After the First World War, the Antwerp games of 1920 featured skating and, for the first time, ice hockey, and they proved to be a great success.  Consequently, it was decided by the International Olympic Committee that the 1924 Olympic games in Paris would include a “Winter sports week.”  This week, which actually comprised 11 days of competition – took place in Chamonix in the Alps in January 1924, and was retrospectively designated as the first Winter Olympics.
(http://en.wikipedia.org/wiki/1924_Winter_Olympics)

What were some highlights of the early years?

The first medallist at the Winter Olympics was US speed skater Charlie Jewtraw, who won the 500m speed skating medal at Chamonix in 1924.  A few days later, skater Gilles Grafström made a curious piece of history by being the first and last individual to defend his Summer Olympic medal from 1920 at a Winter Olympics.  The early years of the Winter Olympics were dominated by nations such as Norway and the USA.  No one was more famous than Sonja Henie, who won gold medals in three consecutive Winter Olympics in 1924, 1928, and 1932, and was one of the biggest stars of the time – even becoming a successful Hollywood actress.  By 1936, the Winter Olympic games were attracting entrants from 28 nations, including such unlikely places as Spain, Turkey, and Australia.  The planned 1940 Winter Olympics in Japan were cancelled due to the outbreak of the Second World War.
(http://www.hok.no/cparticle202899-30713.html)

What events were held?

The early years of the Winter Olympics featured many of the sports that have since become core components of the Olympics – Nordic skiing, ski jumping, skating, and bobsled being among the most prominent.  In addition, there was a curling competition and an event known as “military patrol,” which was derived from exercises carried out by Norwegian soldiers, and involved cross country skiing and target shooting.  This sport was briefly dropped after World War II, due in part to anti-military feeling, but was revived as the biathlon in 1955, and is now an integral part of the Winter Olympics.
(http://en.wikipedia.org/wiki/Military_patrol_at_the_1928_Winter_Olympics)