Leading the seven-member group is girl band singer and head of Samijyon Orchestra Hyon Song-wol who is also rumored to be the former girlfriend of the North's leader Kim Jong Un.
The North's participation in next month's Winter Olympics in South Korea's Pyeongchang has been interpreted as an apparent diplomatic breakthrough after months of high tension over the North's nuclear and missile programme.
Opinion polls show most South Koreans welcome the North's participation in the Games but conservative opponents staged a small protest as a delegation from Pyongyang inspected venues in Seoul for cultural events to be held on the sidelines. It was the first time the two countries had met in two years.
The contestants of the ISU championships in Taipei are top figure skaters from all around the world and half of them will be going to the Winter Olympics in Pyeongchang.
With no official media access given to Hyon, TV stations broadcast live footage of her bus moving on Seoul's roads before arriving at the railway station, where hundreds of police officers were mobilized to maintain order.
Hyon has been the focus of intense South Korean media interest since she attended inter-Korean talks at the border on Monday that reached agreement on the troupe's visit.
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The four-party meeting in Switzerland among the International Olympic Committee, South Korean and North Korean Olympic committees and the Pyongyang organizing committee focused on whether to form a unified women's ice hockey team, another controversial topic in South Korea.
However, the decision to field a unified ice hockey team has sparked a sharp backlash in the South, including from younger South Koreans upset that an unchastened North Korea is taking the spotlight.
"The Olympic spirit is about respect, dialogue and understanding", said IOC president Thomas Bach, according to the BBC.
Hyon, who is also an alternate member of the ruling party's Central Committee, was travelling with six other North Koreans. Simply letting the North take part in the games sends a powerful message for peace to the participating countries. It was unclear whether the visit was permanently cancelled or postponed.
The delegation will reportedly stay overnight in Gangneung and return to Seoul on Monday.
The North Korean delegation will also include 24 coaches and officials, plus 21 media representatives at the February 9-25 Winter Games. Pyongyang is expected to send a 500-plus delegation accompanied by more than 200 cheerleaders to make the Games a huge success.