A pyramid is a solid shape that has a plane base, with all its other faces being triangles that meet at a point:

The most famous example of a pyramid in real life is the Great Pyramid of Giza, shown in this photo.  It is actually the pyramid in the left side of the photo, which is slightly bigger than the right pyramid (the right pyramid appears bigger because it’s closer to the camera).

Pyramids are usually named based on what shape their base is.  The pyramids in the photo, and also the pyramid in the diagram are known as square based pyramids, or usually just square pyramids.  A triangular pyramid has a special name – tetrahedron, which means “four sided”, since it only has the base and 3 other sides.  But you can also get pentagon pyramids, octagon pyramids etc…  A pyramid with a circle as the base is known as a cone.