A meteoroid is a small rocky object in space in the solar system, smaller than an asteroid. A threshold (diameter or perhaps mass) is sometimes used to distinguish the two, but the traditional difference is a meteoroid is a space object like those that produce streaks of light passing through Earth atmosphere (the streak of light is termed a meteor, and the term is also perhaps used for the object itself during that brief period), and an asteroid is an astronomical body observed by telescope. I've seen diameter thresholds listed as 1m, 4m, 10m, and 100m, undoubtedly influenced by whatever issue is being considered. The lower end of meteoroid sizes extends to microscopic (i.e., a micrometeoroid).
A meteorite is the remnant of a meteoroid that has impacted Earth. The distinction between the three terms is sometimes ignored e.g., the term meteor can be found referring to any of the three. And when, for an example, a micrometeoroid imbeds itself in an artificial body in space, I don't know what the proper term is.
A meteor shower is a bunch of meteors occurring over a short time from the same direction: meteor showers are predictable as they occur when the Earth passes through a region of the solar system where a belt of meteoroids orbit, generally presumed to be debris from a broken comet or asteroid. This produces showers that return at the same time each year, appearing to come from the same point in the celestial sphere, a point known as the shower's radiant or apparent radiant.