Rain - Liquid Water when it hits the ground, and stays so.
Freezing Rain - Cold liquid water that about to freeze, that hits when the ground (or whatever object is around) and the air near the ground is below freezing, so the water freezes on contact.
Sleet - Snow that has melted on the way down (due to a warm layer aloft) that refreezes as it passes down through another cold layer, and hits the ground as small grains of ice.
Hail - A large chunk of ice that forms like sleet, but in a thunderstorm, so it gets lots of melting/re-freezing opportunities, so gets bigger than sleet.
Snow - Co-joined ice crystals that form in the upper regions of a cloud and do not melt on the way down.
Snow Pellets - Snowflakes that partially melt and freeze together due to a shallow warm layer above the surface.
Hope this helps.