In the winter we can get all types of precipitation, or forms of water falling from the sky.
First, we have snow, snow forms from ice crystals in the clouds. The crystals will stay frozen and fall to the ground.
Graupel is a fun one, it is also known as snow pellets. This falls as snow, but then supercooled water droplets form around the snow. Supercooled water is water that stays in that liquid state even below our freezing mark of 32°F. Graupel looks like little Styrofoam balls.
Then we have sleet. Sleet starts as snow, but when it hits a warm pocket of air, the snow melts to rain. As it continues to fall from the sky, it moves back into the cold air refreezing it. You can tell it is sleet from the pinking noise on your car or windows.
Next, we have normal rain, but we can also get freezing rain. Freezing rain happens when rain hits a cold surface and freezes on contact. This can create a dangerous sheet of ice.