Water droplets in the cloud freeze to form little balls of ice. Strong winds keep the ice pellets from falling while they grow larger and larger until they become heavy enough to overcome the winds and fall to earth. Hailstones can only form with high wind speeds which is why they are often, but not always, associated with tornadoes. Larger hailstones accompany more fearsome wind storms. This process is different from sleet which forms and begins falling as rain and freezes on the way down.