PHP is a scripting language used on the server side of millions of websites. PHP helps you create dynamic websites by doing a lot of the backend programming on the server end and displaying HTML in the browser. It's a full-blown objecy-oriented language (I am a PHP developer).
MySQL is a relational database management system (similar to Oracle). It runs on the server and contains all the data found on most blogs. PHP is tied very closely to PHP, and you'll find the two of them on the same server about 99% of the time.
Wordpress is a web log application written in PHP. It makes use of MySQL databases to store its data, and PHP handles all of the backend access and queries.
