An interval is a distance between two notes. There are seven tones in the major scale, the eighth tone is the same as the first note, just played an octave higher.
All intervals are played in an upward direction (last note is lighter than the first tone).
In the beginning, it is often easiest to identify an interval by connecting it with the start of a song. See songs of each interval in the player below.
Play the intervals on your piano, and listen to the difference. It is important to use your ear when you play, so you can hear what you play and what you should play.