Here - if you are interested in learning more about the Feast of Winter Veil, read this book. While I think our recognition of the legend is the appropriate one, I'm enough of a student of legends to appreciate the collection of all information into a single source.
When you're done, take the book to Cairne Bloodhoof in Thunder Bluff. I know for a fact he'd be interested in hearing that others have taken an interest in the lore of our people.
The legends and lore surrounding the Winter Veil are ones that have faded from the forefront of public thought over the years. While I recognize that the goblins are helping to revive the season for their own ends, the fact that the citizenry thinks about it at least in some form does good to keep such lore alive.
Your desire to go beyond the material and learn about our past is an admirable trait, young <class>. I salute your erudite nature.
Patch 1.2.0 (18-Dec-2004): Added.