I have used snow in winter, when I occasionally run out of rainwater.
As everyone mentioned, make sure it is clean & indeed, it takes a LOT of snow to accumulate much water at all.
I would also recommend selecting snow from the 2nd or 3rd snowfall if possible, when snows come frequently. I suggest this, as the first snowfall usually seems filled with a lot of soot & pollutants. In fact it has an odd burnt/chemical smell to it sometimes (like from deisel engines or something).
I have not had any issues using it for plants, and would likely not use it for aquariums or animals or such, but do consider that it is the same water you are using when it rains, and seeing as the plants growing outdoors by you can handle it, your indoor CP's should be able to also.
(We live in such a sterilized world sometimes, we forget how truly robust and strong plants and animals really are.) Not to say that polluted water and resources won't kill them, but on the other hand, they don't need to be overly protected from natural situations either.
So I would say, have at it! But again, realize it takes a lot of snow to fill the bucket!
I used to just fill a bucket & put it in the garage to melt. As time passed, I would simply add more snow until eventually the buckets would be near full of water.
It is a good way to get water if you aren't in a hurry or need a lot right away.
Good Luck!