A phase is another term for a state of matter. There are four phases:
Solid is the state of matter with the lowest temperature (the 'coldest'). Also, it has the highest density, because the molecules generally "snuggle" together to preserve energy and heat. Therefore, if the molecules gain heat and energy, they would expand and decrease in density. However, some materials, like ice and bismuth, do the opposite and decrease density when they lose heat.
Liquid is the middle phase, where the density, temperature, and other qualities are in between the differences of solid and gas. The only two elements that are liquid at room temperature are mercury and bromine. The molecules are not as compact as a solid, but not spread out either. They move around each other, while largely staying in the same position.
Gas is the phase where the molecules move around very quickly. They bounce off of objects and expand as far as possible. Gas has definite mass but not volume or shape. Gases usually occur when a substance is heated, such as water turning into steam.
Plasma is the final known phase. Plasma occurs when the particles in a gas are heated up so much, that they move around much quicker than a gas. In fact, they move so fast that the electrons on the atoms start flying off.