Piece, Pawn,King
Chess "pieces" refer to the physical things you move on the chess board, but "pawns" are not "technically" a "piece"... they are just called "pawns."
Many people don't know this technical detail and so they call pawns "pieces" as well.
The king is a piece. The queen and rooks are major (or heavy) pieces and the knights and bishops are minor (or light) pieces.