The times I've been to the mountains I had actually gone to the plains first, I hadn't killed bonemass yet either, ended up finding I couldn't smelt black metal without killing the mountain boss so I set out to do it, didn't bother with frost resistance potions, just got some stone and wood and made a path of campfires and settlements as needed at first to get a foothold in. Honestly I don't remember the rest, but I have a comfy mountain castle now, a nice long path up the mountains that I built up, and a pet wolf who I feed all my neck tails to.