A stock is one company
When you buy a share of a stock, you own a small piece of a single company. Its price depends on how that one business is doing, so it can move a lot.
An ETF is a basket
An exchange traded fund holds many investments at once, such as hundreds of stocks. Buying one share of the ETF gives you a small slice of everything inside. Many ETFs follow an index like the S&P 500.
Risk and spread
Because an ETF spreads your money across many holdings, a single company having a bad day usually matters less. That idea is called diversification. A single stock carries more risk but also more upside if that company does well.
Costs and effort
ETFs charge a small yearly fee called an expense ratio. A single stock has no such fee, but it takes more effort to research. Many people follow individual stocks to learn, and use ETFs for broad exposure.