Building an igloo requires:

 - the right snow
 - training to know what the right snow is
 - a snow knife
 - some practice building the walls so that they taper in yet are supported as you go

In the absence of training and practice, which I would posit is very rare, go with a [quinzy][2] instead.

![quinzy from wikipedia][1]

You dig snow and throw it into a big pile. You let that sit for a bit to establish structure, and then you hollow it out. (Instructions on that wiki page and also at http://http-server.carleton.ca/~dmcfet/quinzy.html.) 

While a properly built igloo (by someone who knows what they're doing, using the right snow) is solid like a house, a quinzy is safer when an untrained person without equipment wants to build a structure out of whatever snow happens to be on the ground.
  [1]: https://i.sstatic.net/ITz86.jpg
  [2]: http://en.wikipedia.org/wiki/Quinzy