Desktop icons are icons that appear on the Mac OS X Desktop.  The most common (and most important) icon on the Mac OS X Desktop is the "Macintosh HD" icon.  It is represented as follows:

 

 

 

As you can see, the picture represents an internal hard drive.  If you have connected an external hard drive to your Mac via a firewire port, the hard drive icon will be represented as follows:

If you insert a DVD into your Mac the disc will get mounted and a DVD icon will be shown to represent it:



As you keep adding items (documents, pictures, songs, applications, and so on) to the Desktop, you'll begin to notice that Mac OS X will represent the item with an appropriate icon.  You can even customize your icons in Mac OS X.