Most headphones come in one of three flavors: in-ear, on-ear, and over-ear.
In-ear headphones are also called earbuds or earphones. They are portable, designed to help seal out the noises around you, and lightweight for wearing during any activity that involves moving around. If you like music on the go, then this is the right headphones for you.
On-ear headphones are for people who can't seem to find a good fit with in-ear headphones, but still prefer something slightly more portable than bulky over-ear headphones.
Over-ear headphones are bulkier and heavier than on-ear models, and which take up more space in your bag. However, you can usually get better sound quality for less money when investing in over-ear headphones as compared to in-ear ones.