Freezing rain This kind of precipitation is rain that falls on a cold day. They sometimes fall as liquid water but they freeze when they touch surface.
Snow Is a kind of precipitation that comes in many different shapes and sizes. It is water vapor that has been turned into ice crystals and clumped together. The crystals it self is hard to see.
Hail Is rain that has been frozen during a thunderstorm. What happens is on cold day the wind from the thunderstorm sends it up and down until it's too heavy and falls to the ground as ice.
Sleet Is rain drops that fall through a layer of air that's 0 degrees. As they fall they freeze and become little ice drops. If they are smaller than 5mm it's called sleet.