In music theory an interval means the distance between two notes, or better to say:the difference between two pitches.
Learning about intervals and their names makes it a lot easier to imrovise/compose with scales and/or chords. It's just like math, you'll have to apply a formula to form a chord or a scale(see chapter formulas)
So we know now that an interval is the distance between to notes, intervals are always counted from the lower to the higher note, with the lower being counted as one.
Intervals come in different shapes and sizes. If the notes are sounded succesively, it is called a melodic interval. If sounded simultaneously, it's called a harmonic interval.
In Western music we use the 12 tone system so the smallest interval used here is the half step. The piano makes a good visual representation of this: a half step would be the distance between a consecutive white and black note on the piano. There are two exceptions to this rule, as two natural half steps occur between the notes E and F, and B and C. A whole step is the distance between two consecutive white OR black keys, logically a whole step consists of two half steps. Guess the figure below is self-explanatory.

Intervals can be described as Major(M)
Minor(m)
Perfect(P)
Augmented(A)
Diminished(d)