Here's the increasing order of particle sizes:

Clay (< 0.002 mm) → Silt (0.002 - 0.05) → Sand (0.05 - 2 mm) → Gravel (2 - 60 mm)

Clay particles are the smallest. Infact, their tiny particles can be carried by water or wind. Silt particles are relatively small but bigger than clay. Sands are larger, coarse and gritty, and you can feel them between your fingers. Gravel particles are the largest. They are big and rocky and can be seen easily.