First check out the awesomeness in the video below, then stick around for the science.
I will defer to Dr. Mark Brandon, Polar Oceanographer:
Freezing sea water doesn’t make ice like the stuff you grow in your freezer. Instead of a solid dense lump, it is more like a seawater-soaked sponge with a tiny network of brine channels within it.
In winter, the air temperature above the sea ice can be below -20C, whereas the sea water is only about -1.9C. Heat flows from the warmer sea up to the very cold air, forming new ice from the bottom. The salt in this newly formed ice is concentrated and pushed into the brine channels. And because it is very cold and salty, it is denser than the water beneath.
The result is the brine sinks in a descending plume. But as this extremely cold brine leaves the sea ice, it freezes the relatively fresh seawater it comes in contact with. This forms a fragile tube of ice around the descending plume, which grows into what has been called a brinicle.
Just another amazing event in nature that you surely had no idea ever happened. Nature is cool like that.