Talk to the Wizard at home and go to Dungeons - Ice Queen Cavern

I recommend to bring a stamina potion and a teleport with you.
She is week to magic, so you can just snare,freeze her and kill her from distance.

Run West, then North, climb up the ladder.

Climb down the eastern ladder.

Run through the dungeon until you find another ladder, climb up.

Climb down the Northern ladder.

Run North until you see the Ice Queen's room, kill the Queen, It has 100% chance to drop ice gloves.

Pick up the gloves and teleport out.