An interval is a measure of the distance between two musical notes. These distances are usually measured in semitones (half steps) and tones (whole steps). On the keyboard, a semitone is the distance between one key and the key nearest to it regardless of color. Intervals may be melodic (two notes played consecutively) or harmonic (two notes played at the same time).
The easiest way to understand interval distances is to measure them against the chromatic scale. Shown below is the chromatic scale starting and ending on the note C.