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Icewind Dale is a name that can refer to any of three things relating to the Forgotten Realms setting of Dungeons & Dragons. First and foremost, Icewind Dale is a northern region of the Realms, and is one of the most far-northern areas covered in the canon thus far. Secondly, The Icewind Dale Trilogy was the second series of Forgotten Realms ever published, named because they were set in this region. Finally, Icewind Dale is the name of a number of D&D based videogames... also set in the Icewind Dale region.
Icewind Dale is an area of arctic tundra that is the northermost explored area of Faerun; civilization consists of the Ten-Towns - a confederation of ten minor settlements, a local dwarfhold, and wandering tribes of nomadic barbarians called the Uthgardt. The Ten-Towns are centered around three lakes that house knucklehead trout, a strange fish whose bones can be worked like ivory. The "civilized" population (not counting the indigenous barbarians) is predominantly fishermen, hunters, trappers, miners, craftsmen, dwarves, and merchants who come for the local trade in ivory, gems and furs.
The Icewind Dale Trilogy was the second set of novels to be printed set in the Forgotten Realms, after the Moonshae Trilogy novels. Set in the titular Icewind Dale region, it was the literary debut of that most infamous of drow, Drizzt Do'Urden - though not the chronologically first of Drizzt's stories, which would be presented as an unnamed trilogy some time after Drizzt became popular.
The trilogy consists of the three following books:
In The Crystal Shard, the future adventuring party of renegade Drow ranger Drizzt Do'Urden, dwarf fighter Bruenor Battlehammer, halfling rogue Regis, barbarian Wulfgar and archer Catti-brie are assembled to defeat Akar Kessel, a once-insignificant wastrel of an apprentice wizard who unwittingly discovers a powerful and malevolent artifact called Crenshinibon.
In Streams of Silver, with Kessel dead, Bruenor talks his friends into seeking out the lost dwarfhold of Mithral Hall, his ancestral home. It proves no easy journey, for the dread dragon who drove the dwarves away still lurks in its shadowy depths.
In The Halfling's Gem, Regis is kidnapped by the assassin Artemis Entreri, working on behalf of the thieves guildmaster whom Regis betrayed years ago, forcing Regis' friends to stage a rescue.
As a game series, Icewind Dale spans four entries; Icewind Dale proper, the two expansion packs Heart of Winter and Trials of the Luremaster, and the sequel Icewind Dale II. The original trinity use Advanced Dungeons & Dragons 2e as their base ruleset, whilst ID2 uses Dungeons & Dragons 3rd Edition. Unlike the similar Baldur's Gate series, the Icewind Dale games take Your Dudes to the extreme; there are no NPC party members, and instead you generate and flesh out the entire party you want to play as at character creation.
Your custom-created party is chilling in the town of Easthaven in the year of Mirtul, 1281 DR (Year of the Cold Soul); after doing a few low-level good deeds, you come to the notice of the town leader Hrothgar, a semi-retired adventurer who is putting together an expedition to investigate strange goings on in the town of Kuldahar. However, your expedition is attacked by Frost Giants, and you are the only survivors. Continuing to Kuldahar, you get caught up with investigating the strange goings on, which ultimately leads you to thwart the attempted invasion of Icewind Dale by two rival fiends - the marilith Yxunomei and the pit fiend Belhifet. As part of this, the party must enter the tomb of an ancient undead barbarian warrior, explore the sundered ruins of an ancient elven fortress haunted by the ghosts of the elves and orcs who died trying to claim it, restore the mind of a maddened baelnorn, and fight through the monster-infested ruins of the dwarf stronghold of Dorn's Deep.
Icewind Dale: Heart of Winter
An Uthgardt barbarian shaman seeks out your party at Kuldahar - either during or after the events of the main game - and begs for your assistance in stopping his chieftain, Wylfdene, who has become intent on attacking the Ten-Towns. It turns out that Wylfdene is actually possessed by the spirit of Icasaracht, a mighty white dragon matriarch who was slain by the founder of Easthaven, and who has now risen from the dead to seek vengeance. After much chaos and struggle to exorcise her, your party chases her down and slays her again.
Icewind Dale: Trials of the Luremaster
Unlike the other games in this grouping, Trials of the Luremaster doesn't take place in Icewind Dale. Instead, it takes place out in the middle of the fucking Anauroch desert. The excuse is that, if you're playing this continually, this is the direct sequel to the events of ID1 and ID:HoW and your party left the Frozen North and headed somewhere warmer after all your battles were done. Anyway, the plot is simple: guided by a mysterious halfling named Hobart Stubbletoes, your party has come to the ancient ruins of Castle Maluradrek - you can pull this off in-game by meeting Hobart in the Whistling Gallows Inn in Lonelywood, which is the town where you start your quest in Heart of Winter; he teleports you directly there. Inside, an insane undead bard with a knack for rhyming verse challenges the party to prove themselves heroes by granting the castle's undead inhabitants eternal rest at last.
Icewind Dale II
A true sequel to the original Icewind Dale and its expansion packs, this game is set 30 years after the events of everything. Your party are a band of mercenaries hired to defend the town of Targos, because an organization called the Legion of the Chimera - an array of halfbreeds and mixed-blood creatures seeking equality and acceptance for their kind - has gone screaming off the deep rails due to the persistent racism they faced from the Ten-Towns (the last straw was when the mayor of Bryn Shander tried to assassinate the leaders of the Legion by sending the fey'ri pastries infused with holy water) and has now fallen under the influence of the cult of Iyachtu Xvim.
...Despite what you're thinking, this came out in 2002. And in fact it's shown that the Ten-Towns really are kind of to blame for all this, but the Legion is treated as the bad guys because, well, mostly because they're different kinds of half-breed monsters. Also the overarching story was (according to George Ziets) written by Joshua Sawyer in a weekend.
Hot off the press and announced during the 2019 Game Awards, there is going to be another D&D game taking place in Icewind Dale. Details are scarce right now, but it is listed as a "4 person co-op RPG" that lets you run around as Drizzt and his buddies killing dudes in a frozen hellscape.