The Arduino is a microcontroller, further described on Wikipedia:
Arduino board designs use a variety of microprocessors and controllers. The boards are equipped with sets of digital and analog input/output (I/O) pins that may be interfaced to various expansion boards ('shields') or breadboards (For prototyping) and other circuits.
The boards feature serial communications interfaces, including Universal Serial Bus (USB) on some models, which are also used for loading programs from personal computers. The microcontrollers can be programmed using C and C++ programming languages. In addition to using traditional compiler toolchains, the Arduino project provides an integrated development environment (IDE) based on the Processing language project.
The Arduino Yún is unusual in that it combines an Arduino Leonardo microcontroller with an Atheros AR9331, which runs a version of Linux, so it's a bit like a combination of an Arduino and a Raspberry Pi on one board.