Actually, the Yuki Onna is only one of the 4 major myths that Koi Hime uses
Besides, unless the anime diverges greatly from the Elf Game, I don’t think it’ll matter all that much. The story has a much greater emphasis on each of the characters and the fact that they’re not human than the mythological aspects of it. I don’t think there will be much trouble in the port…
though the actions and the personality for each of the characters makes a lot more sense if you do