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One of my players is insistent on using the cantrips such as Ray of Frost and Frostbite to try and make stairs, ladders, bridges, etc. during adventures, like in dungeons or hideouts.

The spells do not, as far as I know, say anything that allows this, and although it's creative I don't know if the rules make it possible. Is this use possible?

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These are certainly creative, but they are not things the spells are capable of.

Both Frostbite and Ray of Frost specifically 1) target a creature, and 2) cause damage. They do not create large, strong, solid quantities of ice or frost, let alone free-standing or shapeable quantities.

To do that, your player's character need to learn a different spell, because spells do literally only what they say they do.

Your player is definitely demonstrating creativity and I cringe to see that crushed, but how they're trying to bend/break these spells is diametrically the opposite of how the overall game functions. They are effectively trying to be more powerful than they've earned, nullifying the need to grow, earn XP, and learn newer, more powerful spells that do the new things they want to do. They're basically giving themselves power and treasure (which is what new spells are).

There are games that work this way — where you can narrate creative portrayals of magical effects and have them just happen — but those games aren't D&D 5e and they work differently, with different abilities and limitations permitting and gamifying those kinds of creative freedoms. They still have limits, but they're in different parts of how the game works — and D&D 5e for obvious reasons lacks limits in those places, and so has no built-in way to prevent freeform magic from taking over and nullifying large parts of the game if it's added to the PCs' abilities.

D&D 5e is a game about looking at your (limited) personal abilities and resources, looking at the (limiting) environment, and figuring out clever combinations of them in order to overcome those limitations and achieve your goals. Freeform creative magic upends that, and will make the rest of the game kinda break, as its basic motivation loop of striving against challenges, to gain new abilities, and using new abilities to overcome greater challenges will no longer loop.

(That said, you might have fun with that anyway — there is a long, long tradition of bending/breaking games until they are more like the game everyone in the group wishes they were playing — but it only works if everyone in your group wants the game to be that different game. If you're going to let this player run wild with their magic, pause and pay attention to how the other players are feeling, positive or negative, about this change from what they thought they were playing.)

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Not according to the spell description. They project cold damage against creatures only, and have no matter manipulation or creation properties.

However, the cantrip Shape Water can be used to form a mass of water into a shape that fits into a 5ft-cube (several stairs, for example), and then frozen, but can't be extended past this size, nor can it be cast repeatedly to extend the ice staircase. Multiple spellcasters would need to be casting Shape Water like this to make an extended staircase made from ice, assuming the water was available.

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