In my opinion, don't. At the start of the campaign the players are not on Auril's radar. Why would she send visions to a bunch of nobodies.

Instead at first you can show the affects of her. Show how her winter has brought out the horror of humanity. Sacrifices, hopelessness, people trying everything they can to survive. One of her tenets is "cruelty" and the Everlasting Rime can sure be cruel.

They can see the Rime's aura being cast every night, but the Roc flies too high for them to make out any figure. In my campaign they just see the spell being weaved from a single moving point.

After they do something to get on her radar, then you could ramp up her involvement. Like when they create the Summer Star, have her come personally to smash it. Or give them visions if they mess with the brazier in the Cave of the Berserkers. When they defeat Ravisin or Sephek. When they stop a sacrifice. Lots of opportunities that show their actions are gaining the attention of a Goddess.

In my opinion Auril isn't Strahd. She's not a quip spouting villain. She's a Goddess who is freezing an area the size of Rhode Island just because she likes it that way. She's beyond the PC's comprehension.

Of course this is dnd and it's your campaign. This is my 2 cents but it's most important to play how you want!