An interval is the distance (in scale steps) between two pitches.
Intervals provide the basic framework for almost everything in music. Small intervals such as half steps and whole steps combine to form scales. Larger intervals combine to make chords.
The ability to identify intervals by ear is one of the major goals of ear training. Intervals are fundamental to working out melodies by ear. They are also used to help identify the quality of chords, in determining for example whether a chord is major, minor, augmented or diminished.