Cohesion is how tightly packed together two things are. For example, water molecules stick together and the marines stick together too. We call those cohesive molecules or cohesive groups.
Adhesion is the second part of capillary action and this is when dissimilar particles stick together. So in order for water to move up paper, the water has to stick to the paper but it also has to stick to other water molecules because you don't see gaps in the water as it's moving up the paper.