The word particle sometimes refers to the pollution type: particulate matter.
A particle an object that is treated as if it has no internal structure. As Knight says "An object that can be treated as a point mass is a particle."
A particle is almost always small. What 'small' means depends on the context, but usually it means that it is small enough that it can be treated as a point mass. Particulate matter is often treated as a collection of particles, because the specific shape, colour and even chemical makeup aren't as important as the plain size and mass.
Particulate matter is usually a few microns across, but a particle can refer to something even smaller. When scientists talk about protons and neutrons, they are also thought of as particles. Getting even smaller, photons and electrons are sometimes considered particles, and sometimes considered waves. This is one of the strange results of quantum mechanics. To learn more about particle-wave duality, please see hyperphysics.