Olaf is a Blue Moon CO who shines in snow, suffers in rain, and is otherwise average.
Olaf has practically no day-to-day ability outside of snow, so you must play around his snow(and rage)-inducing powers.
Olaf can work with any unit, but will lean slightly towards indirect combat due to snow messing up enemy movement. Whatever units you work with, keep your chill and play a bit safe; not only is it in-character, it's also the only way to survive against COs with better day-to-day abilities.
It is often a mistake to try to keep using Winter Fury alone, especially in disadvantageous matchups; Blizzard can be a great tool to:
- prevent counterattacks by enemy reinforcements
- keep enemy units from escaping
- stall enemy assaults, particularly when the enemy CO has charged up his powers (Eagle players will hate you for this)
- avoid getting your indirect units attacked, even without meatshielding
- denying enemy access to mountains and other hard-to-reach areas
- just screwing with the opponent in general
Winter Fury does do that while dealing 2 HP damage to every enemy unit, but please feel free to make it snow when you stand to gain a lot from it. Winter Fury can (and most of the time, will) end games by itself, but better usage of his powers can turn it into just the final straw for your opponent's back.