What a sprite is
Sprites and textures are pretty similar, but their differences appear when you look at what they do when the game is running. A texture is quite simply a 2D image that we can generate or load from the disk. In many cases, sprites are the same as textures, and you won't need to worry about them. Technically though, a sprite is a runtime representation of the image within the context of the game scene. This is because we can use parts of the texture (or multiple textures) as a sprite, giving the illusion of a complete image coming from a single texture. The difference really appears when you have sprite sheet-based animations (animations with each frame arrayed on the same texture).
Note
Sprites were originally images that sat on top of the frame buffer, seemingly integrated into the bitmap even though they were just layered on top. These days sprites just refer to individual images displayed to the player.
When you look at an animation, you will see a series of frames displayed...