Cosmic rays are a type of radiation we experience that originates in outer space. The catch is that they really aren't "rays" as we know them, but are actually particulate radiation. They're little bits of matter that have been highly accelerated and come flying at us.
Most (about 90%) of the "cosmic rays" are actually high energy protons. They could be thought of as hydrogen nuclei (H+). Another 9% are alpha particles, or helium nuclei (He++). That last 1% is composed of high energy electrons (e-).
A lot of this material originates from the sun, but there are other sources. A link is provided to the Wikipedia article on cosmic rays. You'll find it below.