A blog is simply a collection of web pages that are articles usually having the the following characteristics:
Wordpress is the most commonly used blog platform but most Content Management Systems allow you to create a blog.
A blog is useful to keep your website "fresh" and to allow you to regualrly create new "shareable" content.
Blogs are more in depth than many social media posts, the average age of a blog reader is 40.
Blogs make a great source of shareable content, if you include great photos or images in your blog posts they will look better when shared on Facebook, Pinterest and Twitter
Articles that are very lenghty are less likley to be read and shared. Keep it fairly brief and post often.