An interjection is a word like "Hey!" or "Mmm!" or "Ugh!" Interjections can also be longer interruptions of a conversation or something happening.
The inter part of interjection, which means "between," is a good clue that this is a term for words that bust in on other strings of words. If you've ever said "Whoa!", you've used an interjection. Interjections interject or interrupt — they break into the conversation. People often use interjections when excited, such as "Yes!" or "Wow!" You could also say, "May I make an interjection?" That would be a polite way of saying you'd like to add something.