Radio waves make up part of the electromagnetic spectrum. These waves are packets of energy with differing wavelengths, similar to visible light waves, X-rays or gamma rays, except much longer.
A radio wave, like other electromagnetic waves, is similar to an ocean surface wave or any other type of wave. Both types of wave have a hill and valley shape, repeating over and over. A wavelength is measured as the distance from the top of one crest to the top of its neighboring crest. While the wavelength of visible light is very very small, less than one micrometer and much less than the thickness of a human hair, radio waves can have a wavelength from a couple centimeters to several meters. They also have a radio frequency.
The smallest radio waves are called microwaves. Shortwaves are not quite so small. There are also medium and long waves. Antennas designed to send and receive radio waves are usually similar in size to the wavelength they are to use. Many radio antennas (like those on cars) are made long because they receive signals of FM radio (a few meters, several feet) or AM radio (hundreds of meters, about a thousand feet).