A "sequence" (or "progression", in British English) is an ordered list of numbers; the numbers in this ordered list are called "elements" or "terms". A "series" is the value you get when you add up all the terms of a sequence; this value is called the "sum". For instance, "1, 2, 3, 4" is a sequence, with terms "1", "2", "3", and "4"; the corresponding series is the sum "1 + 2 + 3 + 4", and the value of the series is 10.
A sequence may be named or referred to as "A" or "An". The terms of a sequence are usually named something like "ai" or "an", with the subscripted letter "i" or "n" being the "index" or counter. So the second term of a sequnce might be named "a2" (pronounced "ay-sub-two"), and "a12" would designate the twelfth term.
Note: Sometimes sequences start with an index of n = 0, so the first term is actually a0. Then the second term would be a1. The first listed term in such a case would be called the "zero-eth" term. This method of numbering the terms is used, for example, in Javascript arrays. Don't assume that every sequence and series will start with an index of n = 1.
A sequence A with terms an may also be referred to as "{an}", but contrary to what you may have learned in other contexts, this "set" is actually an ordered list, not an unordered collection of elements. (Your book may use some notation other than what I'm showing here. Unfortunately, notation doesn't yet seem to have been entirely standardized for this topic. Just try always to make sure, whatever resource you're using, that you are clear on the definitions of that resource's terms and symbols.)