"Icicles typically form on days when the outdoor air temperature is subfreezing but sunshine warms and melts some snow or ice. As it drips off your roof, a water droplet freezes when it loses its heat to the cold air," according to an article by Corey Binns. "An icicle starts with a few frozen droplets. When it reaches a certain size, drops begin to drip along the side of the structure."
"The water will run down the sides of the formation evenly in a thin film and freeze on the way down," said University of Arizona physicist Martin Short, quoted in Binns' article. "This sort of freezing, thin film of water is what leads to the eventual icicle shape."
Icicle Formation Mystery Solved: