Have enough snow. I grew up in Virginia Beach where snow is rare. When it did fall it usually wasn’t very much and it was typically very wet. There is only one hill in VA Beach- Mount Trashmore, which is a grass covered landfill. Most of my childhood “sledding” was done on cold wet mud with body boards instead of proper sleds.
I now however live where the snow stick around for a while and have since learned how fun sledding can be.
Get a decent sled, or toboggan, or whatever. No cafeteria trays or cardboard boxes. Go down to Wal-Mart and pony up the 30 bucks for a decent ride.
Find a good hill. North facing if you live south of Pennsylvania. It shouldn’t be too steep or too tall. You have to walk back up it after you go down remember. Saying this I like hills that are both tall and steep. The rest of my family does not however.
Make it a cool run. Slide down the hill a few times in the same spot, packing down the snow. If you’ve got a bunch of snow you can even create bobsled like banks and turns. Keep packing down the run until it is good and fast.
Bring a shovel with you to the hill. Build banks and jumps. A really good run with a big jump at the end is awesome. This jump can be built up higher and higher with each snowfall.
Bring a thermos full of hot chocolate. It will extend your time outside and cocoa just tastes fantastic outside. Even more so if it’s snowing.