There are different types of snow.
Sometime you have really wet snow, which sticks to everything and becomes really heavy to shovel once you have a few inches of the stuff accumulate. This snow is the best type of make snowballs, forts, etc but it's also the worst to sled in because it sticks to your board.
The other type is really light, dry snow. This snow rarely stays around long, is terrible to try and pack into snowballs, but is the best (in my opinion) for sledding.
For a description of snow in general, just image little tiny particles of ice (think shaved ice, but lighter) floating down from the ski. The stuff doesn't taste great, but its marvelous when you are thirsty. Also, there is no greater feeling then waking up on a school day to see a foot of freshly-fallen, unpaved snow laying outside your window.