Many asked me about hail. Is it the same thing as snow? Well, in one sense it is: They both are comprised of frozen water. But that’s the same thing as saying that coal and diamonds are the same since they are both made of carbon. Whereas snow starts frozen, lives a frozen life, and stays frozen all the way to the ground (until it melts on the carpet from your kid’s boots), hail is a changeling.
What I mean by this is hail starts off as an ice crystal, just like snow does. As it falls through a thunderstorm cloud, it melts into a raindrop before it leaves the bottom of the cloud. One of the fun things about thunderstorms (and in fact what makes them such) is they have very powerful updrafts. The liquid raindrops can get caught in one of these and get elevator-ed back up into the colder top of the thunderhead, where they refreeze.
I am oversimplifying the processes a bit, because part of the process includes super-cooled water droplets, so not all of the liquid water mentioned here is above freezing, but in general the above principals hold.