A heat pump outdoor unit frosts in cold weather, and the unit is built to handle it. The system runs a defrost period that melts the ice, and the frost returns on the next cold stretch. Frost on the coil is part of normal operation. What you are checking is how long the ice stays, how far it spreads, and whether the house still gets warm air at the registers.
What normal frost looks like
A light frost on the fins, followed by a short defrost period when the unit warms and the ice clears, is the pattern the unit follows on its own. Watch the unit through a few cycles on a cold day. If the frost clears after each defrost and returns as a thin layer, the unit is working through its normal routine.
The early signs to log
Log the signs as they appear. Write down whether ice stays on the coil after the defrost period ends. Note whether the frost has spread across more of the coil than before. Check whether the unit runs for long stretches without the fan shutting off. Notice whether the air from the indoor registers feels cooler than it did earlier in the season, and compare it with that earlier season rather than against a fixed reading.
Look at the area around the unit. Snow piled against the sides, leaves packed into the coil, or a fence or shrub grown close enough to block airflow all change how the unit handles frost. Clear the snow and debris, keep the clearance the installation instructions name, and check the drain path at the base so meltwater leaves the unit instead of pooling.
When to call for a look
Call a qualified service technician if ice builds up in a thick layer that does not clear through the defrost period, if the unit runs continuously without the house getting warm, or if you hear sounds you did not hear before. Bring your log when you call. A few written lines about what you saw let the technician start where you left off.
The unit has live electrical parts and moving fans. Do not remove the cover or reach into the cabinet. Stay with what you can see from the outside and keep writing it down. The heat pump page on this site explains how the install year turns into a planning date, and your log is the record that keeps that date honest.