Now I will explain what they are.
This squid is an enemy in my game. He is a very dangerous enemy. Once you touch him, you automatically lose the game. You can't program the sprite to do this. You need an object.
What's an object? It's not your bed or a chair, it is what you add to the sprite that lets you tell the sprite what to do. Are you confused? I don't blame you! Another way of thinking about this is: a sprite is just a picture. An object is what you attach to the picture so you can tell it what to do in a video game.
This is also a sprite. I am not sure if I am going to use it or not. Want to know why? This character has nothing do with my game! Want to know why I created him? I was trying to create more costumes you could have in the game.
A costume is basically just a sprite. I am talking about it differently because of how you program it with the object. If you want to change what you look like during the game, you must program your character to do that. This is changing a sprite, also known as changing a costume.
Hopefully you believe me now!
In this picture they don't look like they are combined, because they aren't yet. But when they are, it will look like the spider is running. It will appear he is running because each sprite only changes a little bit. This is called an animation. If you make it change any more than slightly different, it will not come out as you want it to.
Guess what? You just learned some vocabulary! :0