Common black iron pipe is steel. The steel is rolled into a tube and then welded. You can usually see and feel the seam on the inside of the pipe.
Short pieces of pipe that are threaded on both ends are called nipples.
Special couplers used to finish and pull together a closed section of pipe are called Left/Right Nipple And Coupling Sets.
The black-iron pipe fittings are often referred to as black iron but are usually make of malleable iron (not quite steel, but better than iron). Galvanized is made from malleable iron that has been dipped in zinc to help prevent rust. Avoid galvanized pipe and fittings. Avoid welding galvanized pieces as they will release poisonous fumes.
Common pipe wall thickness is referred to as schedule 40. Heavy duty, high pressure pipe is referred to as schedule 80. There are many other schedules and classes of pipe.