What’s the difference between a share and ETF?

When you buy a share you buy a part of a company. Shares are traded on the share exchange, where supply and demand dictates the price on the share. 

ETF stands for Exchange-Traded Fund and is traded on the stock exchange in the same way as shares. When you buy an ETF you buy a part of fund, who owns a lot of shares in different companies. In that way you can diversify your portfolio without having to invest in many individual companies.