The Integers are the whole numbers, both positive and negative and including zero.
The usual symbol for the set of integers is a "blackboard bold" Z  a Z with two strokes on the diagonal.
${\bb~Z}=\{\ldots,{\quad}3,{\quad}2,{\quad}1,{\quad}0,{\quad}1,{\quad}2,{\quad}3,{\quad}\ldots}$ 

The integers have a natural embedding into the rational numbers, and contain the natural numbers.
More technical stuff ...
The integers can be constructed from the counting
numbers (the
natural numbers
not including 0) as follows:
 Let P be the collection of all pairs of whole numbers:
 Let (a,b) be equivalent to (c,d) if a+d=b+c.
 For any pair (a,b) we can consider the collection of all pairs equivalent to it.
 This collection is called the equivance class of (a,b), and we write it as E(a,b)
 We can now define arithmetic operations on the equivalence classes:
 The sum is obtained as E(a,b)+E(c,d) = E(a+c,b+d)
 The difference is obtained as E(a,b)E(c,d) = E(a+d,b+c)
 The product: E(a,b)*E(c,d) = E(ac+bd,ad+bc)
 The equivalence classes can be thought of as the integers.
The same technique of
equivalence classes of pairs can be used to create the
rational numbers from the integers.