Obormot's Reign of Winter is directly inspired by Slavic mythology — most importantly, the stories about the Baba Yaga, but also many other myths and folk tales. This page lists some information about those mythological inspirations, and provides links for the player who wishes to familiarize themselves with the source material. (Knowing all about the mythic origins of the story elements in the campaign is by no means required — after all, player characters start out knowing very little about the world of the campaign — but it will certainly enhance your enjoyment of the game.)
If you like (and if you feel that it's appropriate to your character's backstory and their world of origin), you may assume that your character has some amount of knowledge of the relevant mythology, whether through formal study, or hearing old stories, etc. (thus allowing you to use any out-of-character mythological knowledge you may have, such as whatever you might learn by reading the links below). But remember that myths and stories are almost never entirely true, and your character is likely to find that the tales they've heard are inaccurate or distorted versions of the truth.
Baba Yaga
The old witch is the mythological centerpiece of the plot of Obormot's Reign of Winter, and she makes many appearances in Russian folklore. The Annotated Baba Yaga at the SurLaLune Fairy Tales website is an excellent, comprehensive reference, with full texts of English-language versions of the best-known fairy tales in which Baba Yaga plays a part.
Folk tales in general
Full texts (in English) of many Russian folk tales (not just about the Baba Yaga) can be found at SurLaLune as well, in three books: Folk Tales from the Russian, Old Peter's Russian Tales, and Russian Wonder Tales.
A fascinating scholarly analysis of the history of the Russian folk tale can be found at this archived web page. (The second part talks about the Baba Yaga, and some other Russian-specific folkloric elements, in particular.) It provides some insight into the meaning behind many of the fantastic and mythological elements, and the narrative structures, of the stories from which Obormot's Reign of Winter draws inspiration. If you want to better understand why things in this sort of story (and, by extension, this sort of campaign) happen the way they do, this is a great (if somewhat long) read.