The Frozen Mountains is the third hub stage in Kao The Kangaroo. However, this hub stage operates a little differently than the two that came before it. While both Hopalloo Island and The Hungry Jungle make every collectible (except for the runes, of course) available right from the beginning, The Frozen Mountains locks away a number of the collectibles behind the different level gates.
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This means that you will have to approach this hub world a little differently. So, this guide will essentially be broken into four pieces. One big section, where you will collect about half of the items, and three smaller sections, where you will piece together the remaining collectibles. There is a little more to this hub world, but thankfully this guide will lead the way.
To the left of where you begin the stage, you can find a fire orb. Grab this and head outside and look to your left. You should see one of those blue spectral coins. Grab each coin as they appear, and they will lead you to a treasure chest encased in ice. As long as you grabbed that fire orb, you should be able to melt the ice and get the chest.
Your first rune (1/3) will be found as you platform toward the Eternal Well segment of the level. Once you have finished platforming past the floating island that holds the Eternal Well, you will be in the primary section of The Frozen Mountains.
You will be facing three buildings. The first building on the left holds a fire charge (you will need this later). The building in the middle contains this level's shop. Lastly, the building to the right of the shop holds both a crystal (1/8) in a cage and the first scroll (1/3) in the back room. You can also climb the cages here to get
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