A legendary monster of the Algonquin people and their surrounding tribes, the wendigo (and its variations) suffers from the same problem as other truly scary, mythic monsters: deep variation on its true nature and the extent of its powers. Wendigo myths follow ghost story rules, with the protagonists not living to see the creature. Of course, there are always exceptions. It might even be possible to bewilder them with kindness. Most legends agree that it is a being of hunger, cannibalism, madness and winter, but whether it is a naturally-occurring spirit, or a monstrous giant, or a human transformed by cannibalism varies from telling to telling. It could easily be interpreted for 5E D&D as a Fey, Fiend, Giant or even Undead creature.
In 3.5E, "Wendigo" was a template applied to another creature that changed it into a fey nature spirit, making wendigoism a sort of transmissible disease rather than a spirit or accursed being. The template was also kind of wimpy for the implications of power the legends suggest.
Below you'll find a fully-realized Wendigo as a towering harbinger of nature's cruelty.
Trapped by a raging storm in the frozen wild. Supplies dwindling.
Hunger of the Wild. The wendigo is a spirit native to lands starved by heavy snow and barren rock. They are mostly tied to arctic environments and frosty mountaintops, though they may migrate South, arriving in greener lands on the heels of winter. A wendigo's appetite cannot be sated, and it is drawn to those who are likewise desperate for food, obsessed with turning others towards cannibalism.
Playing With Food. Generally, a wendigo torments its victims, sometimes for days, before moving in for the kill. It will stalk them for some time using snow and fog for cover. It leaves its bloody footprints for the victims to find, and calls their names into the wind at a distance while they try to sleep. Usually, it will use its ability to control the weather to trap its targets in an remote or difficult location, though if they prove undeterred by howling blizzards, it may try to manually engineer avalanches or pitfalls for them. If it has a flesh mask to wear, it may approach its' victims camps and feign helplessness, in the hopes of devouring the travellers' rations and torturing them with its own demented hunger. Eventually, if it can demoralize its prey sufficiently, the wendigo attempts to bait them into splitting up for easier destruction.