From Destinypedia, the Destiny wiki
Winter's Guile is a set of Exotic Warlock gauntlets introduced in Destiny 2. As per the above quote, it is heavily speculated that these bracers once belonged to Felwinter, one of the original Iron Lords.
"Listen to me very carefully. They're coming for you. They'll ask you for a name. Your name is Felwinter.",
List of appearances