so sounds more serious than very to me. he got very mad he got soooooo mad.

I assume you're referring to those cases where "very" and "so" are interchangeable. "Very" is more formal and "so" more casual. Interestingly, women tend to use "so" instead of "very" more often than men. A woman might say "Oh, that was so nice of you". A man will probably say "Oh, that was very nice of you".