Substances can be solids, liquids or gases. A vapour is another word for a gas form of a substance. Some common vapours have a name. Water vapour is known as humidity.
Vapours are different from most gases because the liquid and gas can exist at the same time. Air over a lake or ocean contains lots of moisture (water as gas), for example.
In general, the colder the gas, the less vapour it can hold. So as water vapour gets cold when it touches a drink that has just come out of the fridge, for example, it sends some of the water vapour out as liquid, which is how you get condensation on the surface of the glass.