The difference in pitch between two notes is called an interval.
The most basic interval is called unison, which is two notes of the same pitch.
The interval between two pitches that are either half or double of one another is called an octave.
In western music the smallest division of musical distance is the half step (semitone) which is the distance between two adjacent notes on the piano (or two adjacent frets on the guitar).
Intervals in scale
Click on the first note then on another one to see how intervals sound.