I’m thinking of upgrading my nokia lumia 800..My question is what differences will I actually see when using it? I realise the sony is android rather than windows.

Major difference being Android vs Windows. Any other differences will be overshadowed by that.

Will it be faster when using the internet?

You won’t be able to find the internet past all the bloatware 😉

Any modern phone will be a bit better than an older one accessing the internet, and generally doing anything else.

Your mobile network certainly won’t be any faster anyway. Best thing to do is go into a shop and ask to see one.