Can I use Street of Steel to reduce the cost of a Night's Watch character with no printed icons, if I'm using The Rangers agenda? Or does it not get the icon until it comes into play?

Like any other card, the Agenda does not have any effect on cards that are not in play. The characters do not gain the icon until they are in play.

So Street of Steel can't be used to reduce their cost? That's rough. Then again, I suppose it would be unbalanced otherwise.

Does that mean that Coldhands can't be reduced by Blood of the First Men, as well?

Yes, Coldhands' ability only doesn't specify when it is in effect and the default is for character's abilities to be in effect only when the character is in play. So Coldhands won't be able to benefit from The Blood of the First Men until after he has already been played (at which point his cost has already been payed)...