A catechism, in its most basic sense, is a set of questions and answers used to explain a larger topic. Normally, though, catechism refers specifically to a summary of religious doctrine, used for religious instruction and to answer questions of faith and morality. Think of it as a religion's textbook.
When someone talks about The Catechism, they probably mean The Catechism of the Catholic Church, which is the official and most commonly used catechism of the Catholic Church. It is used by clergy and laypeople alike to answer questions about Catholic beliefs and doctrines. It not only reveals the official interpretation of the Bible, but also covers Catholic traditions, proclamations of past Popes, and liturgical texts.
Although The Catechism is the official, definitive catechism of the Catholic Church, it isn't the only one out there. The Catechism outlines the doctrine of the Church, but it doesn't restrict how that information should be organized or presented. You can find Catholic catechisms in different translations (the definitive Catechism is written in Latin), for different age groups, and with a particular focus.
Catholics don't have a monopoly on catechisms, either. Other Christian denominations use a catechism to pass on their beliefs about faith and morality for generations.