Hmm, I'm pretty sure the thing Cirno is wearing is from jojo, but I can't really tell.

You're correct. It's White Album, Ghiaccio's stand. It's essentially a shield made of ice and, come to think of it, it has many similarities to Cirno: massive temperature drop in its presence and the ability to make and manipulate ice. Unlike Cirno, however, it's almost entirely impenetrable and isn't phased by getting hit by bullets and such. The strongest barrier! Just so long as they don't get behind her.

Poliwag said:
... it's almost entirely impenetrable and isn't phased by getting hit by bullets and such. The strongest barrier! Just so long as they don't get behind her.

OK, it's official. Cirno actually has a very, VERY good idea there. White Album + Icicle Fall . . .

Hey, pay attention to Cirno or she'll gently weep.

It's also one of her skill in Touhou Labyrinth.

Poliwag said:Just so long as they don't get behind her.

Not quite. There was only one small hole in the back of the neck (for breathing), and the helmet is shaped in such a way that its very hard to aim for the hole unless you have just the right angle.

With a small, highly mobile fairy wearing the armor, hitting the hole will be almost impossible, and it helps that Cirno may not even need to breathe so only raw overwhelming power will break through the armor.

She actually has this ability in touhou labyrinth.