Generally speaking, it is a good start. Active with a pretty clear setting and strong central character. A hint of mystery and isolation set a nice tone for the story.
However, some of the language gets a little bulky and hurts the flow. For example:
--"The sleet is falling fast as I run towards my destination, the icy water stinging my cold face as I run finally getting nearer."
This sentence could be simplified by essentially killing the second half. If you are running toward your destination, then of course you are getting closer (it's just unnecessary duplication - like saying "I ate some food, then my body digested it." Of course it did, you can stop at "I ate some food").
Perhaps it would read stronger as "The sleet is falling fast, stinging my face and blurring my vision, as I run towards my destination." Something like that anyway.
--"I know he's somewhere behind still chasing me."
I think saying "I know he is" weakens this sentence. Simply stating that "he is behind me" is stronger and more immediate: "He is somewhere behind me, still chasing."
--"The cold is becoming unbearable, making it almost impossible for me to breathe."
This is an image that would be much stronger by showing us, not telling us. It is easy to tell is that breathing is hard. It is more difficult, but more engaging to show us and it will make the danger seem more real. "Each breath seared my lungs as I ran, my chest getting tighter from fatigue and cold with every step. I gasped loudly, my muscles screaming for more oxygen and finding it in short supply." Granted that's a little melodramatic, but I'm typing fast to make a point. I tried to show the fatigue and hardness of breath, not just say "breath was hard."
Show, don't tell as they say. Telling is easy, but showing is more fun and makes the situation more real...and thus makes the character more empathetic.
--Same with the next line about the footsteps. "All I can hear are my footsteps," would be more interesting shown to us, not told. "The weather had sent the animals underground and the wind itself had gone to sleep for the night producing an unnatural stillness to the valley. My footfalls echoed in this quiet all alone, each one taking several seconds to fade away."
--Finally, the last line doesn't make a lot of sense. Running through the night, pursued by someone (dangerous?), out in the middle of nowhere (so much so you don't have a signal at first), it's cold, you're probably scared, your body is on the verge of giving out, you discover your phone works...and you decide to check messages?
I don't think so.
If the phone works you either fumble to answer it and just scream for help, or if you miss the call, leave the message be and start dialing 9-1-1 or some other number for someone you know might be able to help. This isn't the time for gossip-girl catch-up.
Even if you are calling the person that left the message, are you really going to wait through their message before calling them back to ask for help? No, you'll just call them and ask and if it was important they could tell you what the message said in person. Besides, you might lose the signal again, you don't have time to piddle around.
The only way checking the message works is if the message itself is of supreme importance in that moment, more so than calling for help, and the character already knows this fact. Something like the character and someone else are working together and had a system already in place not to call one another unless the plan had gone wrong. And the message is something like "As you know, if you are getting this call, then I'm already dead. But I left a car in the shed by the lake. If you run into trouble, head there."
But again, unless someone knows in advance that the message itself is important, I can't imagine anyone stopping to check a message in this situation. it hurts the believability.
Again, the tone is stark and active right from the get go. It is mysterious and you present a clear notion of the setting and situation. The style could just use some tightening so as to heighten the situation even more and make it more engaging.
Good job. Rework it and keep writing.