In covalent bonds, atoms share electrons. These shared electrons are known as, well, covalent bonds!
In a covalent bond, each atom contributes one electron, meaning that for every bond, there are 2 electrons residing in it.
Definitions:
A single bond is a covalent bond that contains 2 electrons.
A double bond is a covalent bond that contains 4 electrons
A triple bond is a covalent bond that contains 6 electrons
It's very common for atoms to not use all of their electrons while bonding, which means that some will be left out and aren't used in any bonds. These are called lone pairs.
Definition:
A lone pair is a pair of electrons that aren't used in bonding, and therefore remain with its original atom.