There's no point in my spending time trying to write a good answer to this question because so much information is already available about it. Also, it's hard to know how to answer your question if you don't provide any information about your background (e.g., how much you know about programming or math).
You can start with the Wikipedia articles:
https://en.wikipedia.org/wiki/Data_structure
https://en.wikipedia.org/wiki/Algorithm
If you want more information, you can read the introduction of this free book:
http://opendatastructures.org