An alpha particle is a particle emitted during a nuclear reaction, such as radioactive decay. It specifically consists of two protons and two neutrons, i.e., it is a helium nucleus. When produced, it has considerable velocity relative to the source, thus considerable kinetic energy (on the order of 5 MeV).
This is in contrast to a beta particle, similarly emitted, but consisting of an electron or positron. Collisions of alpha or beta particles with a nucleus can also create nuclear reactions, e.g., alpha capture. Cosmic rays include alpha and beta particles.