Pea-sized hail will not do very much damage--if any--but if you have large hail in the forecast, it can cause considerable damage. Two things it can damage are your HVAC unit and the roof on your home. Fortunately, there are things you can do to prevent this from happening.
Your HVAC unit can take a beating during hail storms. This is due to deforming and denting the aluminum fins that are placed over the coil. When the hail hits the fins, the blades can bend against the copper coil, and blocks airflow to it. When the fins can no longer pull air through them and into the unit, the condenser will stop functioning. This will result in your HVAC system running much more than it normally does to keep your home at the right temperature. If not fixed, the compressor will eventually need to be replaced.
To keep this problem from happening, install a hail guard to place over the HVAC unit. You can purchase these hail guards at home supply stores. If you cannot find one, contract an HVAC technician (such as one from Daryl's Heating & Air Inc) who will likely be able to find one or tell you where you can purchase one.
The roof on your home takes a big beating from hail. The first thing you should do is to contact a roofing contractor to inspect your roof for damage, such as loose or missing tiles. They can also tell you if your roof should be replaced. While the roofing technician is at your home, they may suggest you replace your shingles with impact resistant shingles.
According to Insurance Institute for Business and Home Safety, you should look for roofing materials that are rated by UL 2218 or FM 4473 Class 3 or 4 roofing shingles. A Class 3 or 4 means the shingles have been tested, and found to stand up well to hail.
To make sure your roof is well protected, hire a roofing contractor to install your roof for you. It will not protect you very well if it is not installed properly. The technician will also suggest the best types of shingles for hail storms. For example, modified asphalt shingles have a rubber type compound that helps them hold up well to hail.
Check with your insurance company, as they may offer you a discount on your homeowner's insurance if you have a roof installed with impact-resistant shingles.