My tattoo did not frost over after my first Picosure laser removal session. Does this mean the treatment is not working? (photo)

Not necessarily, because healing is variable. I recommend bringing up your concerns with your practitioner. Tattoos should be removed with q switched or pico lasers, but it will take a series of treatments. We use pfd patches to speed up the process. I recommend getting a formal evaluation with a laser tattoo removal expert. Best, Dr. Emer

Frosting can be none or a lot depending on how much ink, settings, etc.  It doesn't have to frost to work.  Also frosting is very brief and may not be overly apparent.  I would wait and see how things are with the fading prior to becoming concerned. Good luck with your removal.

The normal and expected-appearing swelling in your photos suggests an excellent response to treatment. Frosting lasts only a few minutes after impact and is usually strong on the first few treatments, especially of black ink. In some situations I’d say a treatment that doesn’t induce frosting could be ineffective, but it only tells part of the story. 
Irrespective of your frosting reaction, I’d say you’ve had an excellent treatment there.