Strange Lights

One time when I was in fifth grade, I was spending the night at my friend's house. It was winter and we were out sled riding all night long. Being 11 years old and thinking we were all tough, we went out sled riding in the wee hours of the morning. We were sledding for quite some time when we started to see bright lights coming from the woods directly above us. We decided to investigate. We started going into the woods, then all of a sudden it started snowing like crazy. We followed those lights until we were stuck in the snow a mile from his house. The only thing we could do was find the road and follow that back to his house. Then all of a sudden it stopped snowing. We looked up a hill and saw on the top the outline of an illuminated body. By this time we were scared like hell. We then decided to examine the entity more closely and started going up the hill. When we got closer to the entity there was a flash of bright white light and then it was gone. At that point we ran all the way back to his house in two feet of snow. The next day we went to the same spot and found no foot prints, not even our own. We never told anybody about that night.