To be brief, Ice Dams are the result of air temperature difference between outside and inside air and the freeze/melting cycle the regularly occurs on eaves and gutters of various structures. The most common visual indication of Ice Dams are icicles.
Here are a few links that describe Ice Dams and how they are created:
The basic takeaway is that while large icicles can be fun to look at, they are warning you to a potential costly roof problem that will need to be repaired and or prevented.
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