Gala Yuzawa in early May

I will go to GALA Yuzawa with my 7yo and 3yo kid on this coming 3rd May 2016. we are plan to have fun snow. Since during that time snow is start to melt, what is the suitable cloth for us? do we need to wear a thick clothes and wet resistance pants? FYI, we will using Tokyo Wide Pass.

Yes, but already not natural snow.
http://www.galaresort.jp/winter/news_00394.html
https://youtu.be/BaKV1PJvjCQ
https://youtu.be/1Cn3iS2oKcQ

according to GALA Yuzawa schedule, they will open to public until early of May. during that time (1- 7th May 2016), any idea what type of attire should we wear?
do we still need to wear thick clothes or just light jackets with jeans? or jeans need to be covered by wet resistance pant?

Normally we can expect sunny days in this particular period you mentioned. So T-shirt+summer windbreaker would be enough as far as you keep moving. However, the snow is half melted like sherbet, if you fall, your pants would be totally soaked. If you are confident about not falling, you can wear anything but otherwise I suggest you wear water-resistent pants i.e. normal snow wear pants. If you are going to ski, no wool cap would be necessary but baseball cap would do. Do not forget to wear sunglasses. If not, your eyes would be burned in one day. Also sunscreen...

How about at Kagura? we will to go there on early May, is there any chances to experience snow (first time for my kids)?

English webpages says they're still open, but the webcams look pretty bad. I would skip it and save it for another trip.

http://www.princehotels.com/en/ski/mtnaeba/

Bottom line is negative due to unusually warmer spring.

There are two ropeways; one from Mitsumata Station and the other one from Tashiro Station but you have to take a lot of connecting lifts one after another to go up to Kagura. The rule is that passengers must wear ski or snowboard to ride ascending lifts and no passengers allowed to ride on descending lifts. Even if you successfully go up to Kagura, I am not sure your kids can come down by ski since slopes in Kagura do not suit for beginners.
I called Tashiro Station and onfirmed the above info.

Kagura area - today's view http://live.klox.co.jp/cgi-bin/kamobotix.cgi?id=5&cam=0&date=today&mod...
Tashiro area - today's view http://live.klox.co.jp/cgi-bin/kamobotix.cgi?id=5&cam=1&date=today&mod...