When you want what someone else has, that's jealousy, like your jealousy of your friend's infinite wardrobe full of cool clothes.
Jealousy is called the "green-eyed monster" because it can make people obsessed with how they compare to others, always trying to "beat" their rivals by calling attention to what they do have and seeing if the rivals have any reaction. Don't confuse jealousy with envy, which is a slightly more positive emotion. If you envy your friend's athleticism, you wish you had it too, but you also admire her dedication.