An alphabet is a set of all the letters in a written language. The letters in an alphabet represent the different sounds in that language. When you sing the A, B, C song, you are singing the English alphabet. Rock on.
If you grew up speaking English, you're most familiar with the English alphabet, which is based on the 26-letter Latin alphabet. Other languages, like German, use this same alphabet with a few added characters, like Ü and ß, to represent specific sounds in spoken German. The Greek root of alphabet is alphabetos, a combination of the first and second letters in the Greek alphabet, alpha, and beta.