Solids, along with gases and liquids, are one of the states of matter. Specifically a dense state that usually is fairly incompressible (which means it doesn't change volume when pressure increases, as opposed to gases which are generally compressible). Solids usually have the highest density but the density of solids are rarely significantly more than that of the liquid state.
To learn more about solids please see UC Davis's Chem wiki. An entire branch of physics is known as 'solid state' or 'condensed matter' because it studies the properties of matter that are solid (often crystals), which are very condensed. This branch of physics explains how photovoltaic cells work, why metals conduct electricity, superconductivity and how magnets work. Understanding this branch takes years of study, but a great place to start is the hyperphysics solid state portal.
The University of Colorado has graciously allowed us to use the following Phet simulation. Explore the simulation to see how states of matter change depending on temperature and pressure: