The difference between a sledge and a sleigh all comes to down size and load.
In general, a sledge is smaller and used in the main for transporting goods. It is also able to travel over rougher ground than a sleigh.
The sleigh, meanwhile, is normally much larger than a sledge and is principally used for carrying people rather than goods. Due to their size sleighs are pulled by horses rather than dogs which are the normal means of propulsion for a sledge.
A sled, on the other hand, tends to be the small snow and ice going favourites of children.
In general, a sledge is smaller and used in the main for transporting goods. It is also able to travel over rougher ground than a sleigh.
The sleigh, meanwhile, is normally much larger than a sledge and is principally used for carrying people rather than goods. Due to their size sleighs are pulled by horses rather than dogs which are the normal means of propulsion for a sledge.
A sled, on the other hand, tends to be the small snow and ice going favourites of children.