Imagine a game where you throw small balls of ice at someone. The person you are throwing these balls at will feel a hard object hit them, much like a rock. These small balls of ice are called ice pellets.
Ice pellets are small, hard pieces of ice that form in the clouds when it's really cold outside. When small water droplets freeze in the air, they turn into tiny ice crystals. Those ice crystals will fall to the ground, but if they fall through a layer of warmer air before reaching the ground, they will melt and become raindrops. However, if they fall through a thick layer of cold air, the raindrops will freeze again and become ice pellets.
These ice pellets are different from snowflakes because they're less fluffy and more solid. They're also different from hail, which is formed when chunks of ice are tossed up and down in a cloud until they get big enough to fall to the ground. Ice pellets happen more quickly and in colder temperatures than hail.
So when you're outside and it's really cold, keep an eye out for those small, hard balls of ice falling from the sky. That's a sign that it's pretty chilly outside!