Meteoroid . . .
the stones, pebbles, rocks and grains of sand, still in space, following
the solar orbit of the comet from which they most likely broke off;
Meteor . . .
the flash or streak of light we see in the sky, when the Earth comes
along and crosses the orbit of one or more meteoroids; when that
happens, the meteoroids enter Earth's atmosphere, and they get heated
to incandescence by friction with the air. Most burn up completely.
Meteorite . . .
When a meteoroid is so big that it's not completely vaporized during
its fall through the air, there may be something left of it to fall to the
ground. That piece that remains is a meteorite.