The north-north-west side of our house has a 2 foot soffit/overhang. This morning we notice that the vinyl siding of this wall is covered with icicles. It looks like water is somehow getting into the bottom metal runs of the soffit and travelling from the gutter end towards the wall and then dripping down the wall.
We are in upstate NY so we have had a lot of snow and there is a 3 to 4 inch block of ice coming out the top of the gutter.
Is this ice damming? How concerned should I be if the attic or the inside of the exterior wall in question shows no water getting inside the house?
Even if you are absolutely sure there is no water leaking into the attic you still have a problem. I am guessing that the water is getting pushed up and under the drip edge. It is migrating under the soffit trim and dripping out where it meets the siding. Potentially the water may get behind the siding if it builds up far enough. There are a variety of methods for dealing with the ice. Try to remove as much of the snow as you safely can. Melt the ice with an ice melt product that doesn't contain rock salt. If the roof is higher than you are comfortable working on you can buy ice melt in a block form that can be thrown onto the roof from the ground. You can also throw pantyhose filled with ice melt onto the roof. All the ice doesn't need to be removed you just need several channels that run from the eave toward the ridge to allow the water to drain from under the ice.
My guess is that vinyl siding is either horizontal, or slightly sloped towards the house wall. Water under these conditions can move even if surface is horizontal. Solution would be to put a drip batten at the edge of the roof. It can be metal sheet or anything similar. This will stop the water from getting near the wall. Whenever water is freezing on your house you should be worried.