How did the first Winter Olympics come about?

In the early years of the Olympic games, there were only Summer Games held, with the occasional winter sport thrown in for good measure.  The first winter sport to be in competition at an Olympic Games was ice skating in 1908, but subsequent plans to get a Winter Olympic Games off the ground came to nothing – partly because of the competing attractions of the quadrennial “Nordic Games,” and partly because of the outbreak of the First World War.

In Antwerp in 1920, skating and ice hockey were part of the bill, and so it was decided that the organizers of the 1924 Olympic games, Paris, would host a “Winter sports week.”  This week – actually 11 days of competition – took place in Chamonix in the Alps and proved to be a great success.  The first Winter Olympics were born. (http://en.wikipedia.org/wiki/1924_Winter_Olympics)

Where was it held?

The first Winter Olympics were held in Chamonix in the French Alps, at the foot of Mont Blanc.  It was, as now, renowned as a haven for winter sports, famous for its skiing and mountaineering.  Nowadays, it also plays host to mountain biking and snowboarding, though in 1924 these sports were still a long way in the future.  The 1924 Winter Olympics were only designated as such in retrospect, though.  They were formally part of the Paris Summer Olympics, and the opening and closing ceremonies were held in the Stade Olympique de Chamonix, which is an equestrian stadium with a capacity of some 45,000.  You can learn more about this resort at http://www.chamonixinfo.com/.

Who was involved, and in what events?

In common with many of the early Olympic games, the first Winter Olympics featured a relatively modest participation by the standards of today’s global televised events.  In all, there were 16 participating nations, mostly northern European nations with the inclusion of mountainous Balkan nations such as Hungary and Yugoslavia, but also Canada and the USA.  The events presented at the first Winter Olympics form the core of the Winter Olympics schedule even today – Nordic Skiing, bobsled, figure and speed skating, and ice hockey.  Curling took place as well (though it was many years before medals were retrospectively awarded to the winners), and the first Winter Olympics also featured the “military patrol,” which derived from a military exercise for Norwegian soldiers, and is now known as biathlon, an integral part of the modern Winter Olympics. 
(http://www.olympic.org/uk/games/past/index_uk.asp?OLGT=2&OLGY=1924)