As mentioned above, the difference between notes is called an interval. It is important to understand intervals before learning how to build chords which are combinations of notes. The intervals between the keynote of the major scale and each successive note are denoted the 2nd, 3rd, 4th, 5th, 6th, 7th and octave. The following list gives the technical names for all the common intervals along with an example.
I have included some fairly unusual intervals but this is by no means a complete list. Once past an octave we are into the realm of compound intervals. The naming is quite obvious, for example a major 9th is an octave plus a major 2nd.
Now that you understand intervals you can move on to chords.