The word Blog is short for Weblog.
Which in turn is essentially a stupid name for an online diary - the sort of thing people have been doing since long before a word was invented for it
The only real difference is that as Blogs have grown up, a bunch of standard features have been created, such as being able to comment on people's posts, and more interestingly send
trackbacks, where you post and entry on your blog, and it pops up as a comment on the entry you were commenting on.
For more information then you could possibly need on blogging, you can check
Wikipedia's definition.
And if you want to try some blogging software, I just so happen to develop Jaws.
Jon