Perhaps your gutters look like some of the photos below. Why does this happen?

Icicles form on gutters when water is unable to flow freely through the gutter, typically due to a combination of melting snow from a warm roof and cold temperatures at the gutter's edge, causing the water to freeze and build up, forming icicles as it drips over the edge; this often indicates issues like clogged gutters, poor attic insulation, or inadequate ventilation, allowing heat to escape from the house and melt snow on the roof. Also, a southern exposed roof will melt snow and ice on a sunny day, but when the water gets to the gutter, which is colder, it starts to freeze in the gutter or on top of a cover if you have one installed.