The well casing can conduct the cold down into the well and could freeze the line at the pitless adapter. I know this because it happened to me last year and I was without water for almost a week chasing down plumbers to help. My advice is leave a faucet trickling so the pump kicks on at least once every hour. I also insulated the exposed top of my well. The snow cover should help a bit this year. If it does freeze, call someone who services wells, not a plumber. Plumbers will be so busy on emergency calls for frozen pipes and most of the ones I contacted did not have the equipment to handle a frozen well line. Some expressed no interest in taking it on either. One call to my well guy and he was out within a day and opened my lines easily. He said that the moment we lost water, if I had poured boiling water on my pitless adapter, it might have come out of it. For extra peace of mind I'll probably shovel some extra snow where the lines run and bank my well too.

EDIT: If your lines do freeze, make sure you flip the breaker to your well pump off. Otherwise, it will pump continuously trying to get water into your expansion tank. Your pressure switch, or worst case, your well pump, could burn out if you don't. My pressure switch burnt out when my lines froze and had to be replaced.