Though he's a respected sprite that shows up in English folklore, Jack is a mysterious figure in the sense that no one knows exactly where he originates from. Two of the most popular guesses are Scandinavian Mythos (this one suggests that he might be connected to a frost giant named Jokti) and Russian Mythos (where it is thought that he might be connected to Father Frost). Though Jack is the personification of the spirit of Winter as are the others, he has a much milder manner. It's my personal belief that this is because Winters are somewhat milder here in England.

Standing at just 2 ½ feet and dressed in a clear costume covered with icicles, Jack is one of many sprites that has weather control. He's only limited in the sense that he can only use his powers during the Winter months. The rest of the year he lives with the rest of the Winter Court in Faery.

Though he brings about the Winter chill, Jack is far from being an aggressive sprite. Providing that you're properly prepared for the Winter, he is actually quite playful. He enjoys both the reaction and the shocked energy he receives from people when he randomly nips their nose, fingers, or toes on a cold night. It's said if you're quite sensitive and listen very carefully that you can hear his peals of laughter as he goes about this game.

Not only is he a top notch prankster but a matchless artist. The intricate designs that he paints with ice on windowpanes makes Michelangelo himself appear but a mere amateur.
This year as you celebrate your Winter holidays be on the lookout for the impish sprite known as Jack Frost. And if you wish to join him in his merry making, take a walk down the street on a cold frosty morning and admire his handy work on windows and car windshields. Marvel at the intricacy and differences of the icy patterns. Then when you're finished go home and drink a hot drink in his honour.

http://www.wizardandwitch.com/

In Germany he is known as "Vaeterchen Frost"
Vaeterchen is derived from Vater, meaning a small Vater.

Vater translated into English then is Father.

that's very interesting. I love learning about where these things originate.