"Those who have ventured far into the northlands beyond the Burneal forest tell of a strange phenomenon. Instead of the normal stark white snow and translucent blue-white ice, there is an endless landscape of deep blue-black ice, topped only here and there by normal snowfall. Strange arctic monsters prowl these fields of ebony ice, and the few humans who dwell near the place fear to enter it on account of the beasts and supposedly what lies beyond. Stranger still, they are said to tell of a warmer land beyond the ice where the sun never sets and jungles abound." -- A Guide to the World of Greyhawk, p. 60
Gygax himself was a bit of a magpie when it came to sources, and was well-read in terms of both fantasy literature and just about everything else. What strikes me, in considering the passage above, is just why would you make the arctic area around a polar hole to a hollow world black? Was that just an inventive twist by Gygax, or might it have had some sort of other antecedent?
It turns out that the phenomenon of black ice is one that is well-known to arctic explorers, at least as reported by adherents of (real-world) hollow Earth theories.
"The dust in the polar regions, which Nansen speaks of so many times, and which was a source of such annoyance while drifting in the ocean many miles from land, comes from somewhere; it does not grow; it is a commodity without life; cannot reproduce itself; yet it is found in such great quantities that it colors the snow black." - The Phantom of the Poles: Evidence for Hollow Earth, by William Reed, p. 53 (the online transcription has "Hansen", but this must surely be "Nansen" in the original, after Fridthjof Nansen, a Norwegian arctic explorer who wrote the book "Farthest North" about his expedition)
Applied to the hollow Oerth, the Land of Black Ice could be an enormous field of ice in which volcanic dust and tropical pollens have been trapped over the years, giving the whole a distinctive blue-black hue. The further one delved into the region, the closer one would come to the opening, hundreds of miles across, to the Inner Oerth. Naturally, one would never realize it until the Inner Sun became visible, as the shell of the Oerth provides its own gravity along the "lip" of the opening.
And who knows? Perhaps it is here that the Derro have their flying saucer bases whence they launch their attacks on the "outer" world.