Explosives are chemicals or compositions that rapidly decompose to form large volumes of gases, usually releasing lots of heat in the process.
There are two main types of explosives, high and low.
Low explosives deflagrate, or burn. Examples are gunpowder and flash powder. They burn at subsonic rates. They are heaving explosives, they push their surroundings.
High explosives detonate. Detonation is supersonic combustion powered by a self sustaining shockwave. Velocities of the shockwaves are very fast, for example TNT has a detonation velocity of 6100 meters per second. Examples of high explosives are TNT, nitroglycerin, PETN, RDX, and ANFO.