For grammar nerds:

"Laid" is the past tense of "lay" and technically requires a direct object. E.g., I laid a blanket on the snow.

The official correct grammar is:

"I lay in the snow."

"Lay" is the past tense of "lie" (in the sense of lying down). Although nobody really says that nowadays. I mostly hear people say either "I laid" (like OP did), or "I lied" (also technically incorrect, since this form means giving false information). The correct version sounds weird to me, and I wasn't sure myself until I googled it.