A saucepan is a deep stovetop pan with a long handle and, usually, a lid. You might use a saucepan to cook sauce, or for the macaroni from your box of macaroni and cheese.
Saucepans are made out of various materials, from stainless steel and aluminum to copper and enamel-coated metal. If you have a kitchen, it's pretty likely you have a saucepan. They are deep enough to boil water in, and made to be used on top of a flame or electric coil. As you might guess from the name, the first saucepans, invented in the 17th century, were intended only for making sauces.