Before Jack Frost became an immortal being who possessed the power over ice and snow, Jack was once a teenage human boy who had a family of his own 300 years before the current timeline. Like his current form, Jack was mischievous, liked to have fun and play tricks on his friends and his younger sister. When Jack and his sister got themselves in trouble while they were ice skating on thin ice, Jack made up a game of Hopscotch, and using his staff, Jack saved his sister from the cracking ice, at the cost of his own life.
The Man in the Moon, seeing Jack's selfless act of heroism and sacrifice, shines his light and transforms Jack into a Winter Spirit, of which Jack rises up from the frozen pond and he is reborn as Jack Frost. When Jack Frost was reborn he lost all memory of his previous life and immediately began his adventures of fun and mischief, discovering his powers. The Man in the Moon only ever told him his name, and he quickly discovers no one can see him when he enters a village and is walked through for the first time.