A pentomino is a five-square puzzle piece. If you took five squares,
and laid them against each other, edge to edge, you might get a shape
like this:

Rearranging some more, you might discover several other shapes. There
are exactly twelve different ways you can arrange five
squares, not counting for symmetrical copies. These twelve pieces have
been given names that correspond roughly to their shapes:
There are F I L N P T U V W X Y and Z
letter pieces.
You may want to make a full set of pentominoes yourself, using some
graph paper or Lego bricks. There are some nice oak, plastic or metal
pentomino sets on the market, as well.