The word "polygon" derives from the Greek words poly (many) and gonu (knee). So a polygon is a thing with many knees!
Polygons can be concave or convex. A few examples and nonexamples are given below:
The first figure is a concave irregular polygon, the second is a convex irregular polygon, and the third is a convex regular polygon. The circle is NOT a polygon because it is not made up of line segments. The last figure is NOT a polygon because it is not closed.