They are usually passive animals, just don't accidentally hit them. If you do attack them try and separate them from their comrades so they will be easier to kill. If you are looking for pelt, I advise using a Wolf to collect it if that's an option to you. If not, use an axe or pickaxe to collect.
Where there is snow there are mammoths, but also lots of danger. If you want a mammoth come prepared with as many heath Brews as you can carry and some heavy armory cause if you didn’t manage to stick your mammoth in a taming coral then you better be prepared to fend off every wolf, saber, or carno that happens Upon you. Good luck survivors!