First of all weather has no emotions or motives so it can’t be bad – it can only be inappropriate for a given person’s plans.
Maybe this will help.
Freezing rain – really nasty if you have to get out in it. This is rain that is falling through air just at or below freezing but it has enough warmth still from the upper air to not freeze immediately. The water droplets may actually be super chilled, but they don’t freeze until they hit something – like your car, your sidewalk, the road, the branches on trees. This is what builds up the thick layers of ice the road crews have trouble clearing, tears limbs off trees, and knocks down power lines. Best action is to fix lots of hot buttered rum and wait to watch the pretty shine on it when the sun finally comes out.
Sleet is rain that has frozen while falling and are just frozen rain drops. If the ground is cold enough they’re not much of a problem, but if the ground (or your car) is above freezing these tend to melt slightly and then refreeze into chunky ice – unlike the smoother looking ice you get from freezing rain.
Snow is ice crystals rather than little ice blobs that froze at higher altitudes and are falling through air that is roughly the same temperature the whole way down so they keep their crystal shape to the ground. Snow can either by dry and fluffy or wet depending on the temperature and humidity, but either way you get a lot of coverage without nearly as much total moisture content as non-crystalline precip. Snow is the nicest for getting plenty of moisture in the ground at a slow even pace over a period of time. If snow falls over ice sheets from freezing rain or sleet it will insulate it from the sun later and cause it to take that much longer to melt – so be careful if you have snow on top of ice and don’t forget that ice will be under there until the end.
Hail may actually start out as sleet, but because of convection in the clouds (storms) they can’t reach the ground and keep getting tossed back up where they grow larger every trip – and then finally fall when they become too big and heavy for the updrafts to keep aloft.
Now, get some local that is used to driving in frozen precip to take you out into a big open parking lot for a lesson in spin control and learn how long it takes to start up and stop on the stuff.
and marshmallos and yummy warm soup. Okay, I'm back to missing real winters for another two or three minutes. 
