I assume you know the definition of vector space. As you probably know, $\mathbb{R}^n$ is a vector space.
Now, if $K$ is a field, an euclidean space is a $K$-vector space $V$ where you have a notion of "positive definite inner product", that is to say, a bilinear, symmetric form $\phi:V\times V\to K$ such that for each $v\in V$, $\phi(v,v)\geq0$ and $\phi(v,v)=0 \iff v=0$.
You can check by exercise that the function $\cdot:\mathbb{R}^n\times\mathbb{R}^n\to \mathbb{R}$ defined by $\mathbf{x}\cdot\mathbf{y}=\sum_{i=1}^{n}x_iy_i$ is a bilinear symmetric form, and it has the "positive definite" property mentioned above. This makes $\mathbb{R}^n$ an euclidean vector space.
We can define the "norm" $\Vert \mathbf{x}\Vert$(i.e. the distance from the "origin") of a vector to be the product $\mathbf{x}\cdot\mathbf{x}$, and pretty much recreate euclidean geometric concepts such as angles, parallelism and orthogonality by defining the distance between two points to be $\Vert\mathbf{x}-\mathbf{y}\Vert$.
If you want, you can think of an euclidean space as a space made of points and lines etc., while a vector space does not necessarily resemble such a specific structure.