Coronavirus is the name of a large family of viruses. Some cause infection specifically in humans while others cause infection in animals. There are many types of human coronaviruses, including some that cause the common cold. Rarely, animal coronaviruses may develop the ability to also infect humans.
COVID-19 is a disease caused by a new (novel) coronavirus that has not previously been seen in humans and is thought to have originated from an animal coronavirus in Wuhan, China. The name of this disease was chosen by the World Health Organization and stands for Coronavirus Disease 2019. Currently, COVID-19 is the cause of a contagious respiratory infection in humans that has been spreading across the world. It is NOT the same thing as MERS or SARS-CoV, two other coronavirus diseases that originated from animals and then spread to people.
More information on the origin of COVID-19 can be found here.