Nearly all winter activity holidays require expert leader guides to hand, such as an International Mountain Leader (IML) or one recognised by the International Federation of Mountain Guides Association (IFMGA) . A responsible tourism company should give details of all their guides on their website, their experience, qualifications and so on.
Wear a helmet when necessary. In cross country skiing you often carry them, for example, and only put them on when heading downhill.
Always know the local emergency number just in case. The emergency number in Europe is 112.
Keep weather aware, even if you have an expert with you to lead the way. If you are heading into back country in the mountains, a responsible winter activities company will teach the group how to use an avalanche transceiver and other emergency procedures during their introductory sessions, so that everyone is au fait with the safety procedures.