In the US “sleet” is the term for a winter precipitation that occurs when snow falls through a layer of warm air and melts into water droplets, then re-freezes into ice pellets as it passes through colder air closer to the ground. In many other areas that were part of the British empire that precipitation is called “ice pellets” and “sleet” instead refers to a mix of snow and rain. In the US that’s called a “wintry mix.”
That’s hail.
It doesn’t hail in the winter, and hail is larger. Hail comes down in pellets due to the fact that it’s made by water droplets falling down, getting blown back up into a cold cloud, freezing, getting blown back up to freeze some more, and so on until it’s heavy enough to overcome the updraft and fall to the ground. Sleet is like rain that freezes as its falling, but doesn’t become the soft gentle snow, and the difference between sleet and freezing rain is that freezing rain is liquid until it hits a frozen surface.