Typically, when non-injured NHLers aren't chosen for the All-Star Game, they go on vacation somewhere. Usually, it's somewhere warm; you'll get pictures from them in the Caribbean or Mexico, enjoying the sun and warmth during the cold that tends to plague most of North America in January.
Artemi Panarin could have conceivably been an All-Star this year - and he probably will be one day in the future - but in his rookie NHL season, he got to go on vacation. And rather than go somewhere warm like most of his counterparts, it looks like the young Russian actually chose to embrace the cold in Colorado.
Well, he certainly looks warmly dressed enough! As long as he had fun and didn't get hurt (which we obviously know he didn't), that's what matters.