An interval is the distance between any two notes. Intervals are named in numbers which are larger or smaller depending on how many letter names apart the notes are. E.g. C to D is the interval of a second (C=1, D=2), C to E is the interval of a third (C D E = 1 2 3), C to F is the interval of a fourth, etc.
There are actually various different types of intervals (major, minor, etc). This is explained in detail in lesson 31. At this stage it is enough to be aware that different notes can be specific distances apart based on their letter names and the number of semitones between them, and that these distances are called intervals. If you wish to pursue music more seriously, it is important to understand and be able to hear all the different intervals. Any good keyboard or theory teacher will be able to help you with this.