Uranium is element number 92 on the periodic table. It is one of the heaviest elements found in nature, most commonly in the relatively stable Uranium-238 isotope. Lighter isotopes of uranium, such as U-235, U-233, and U-232, are unstable and prone to nuclear fission.
Unstable isotopes of uranium are used as fuel for nuclear reactors and as payload for nuclear weapons. Preparing uranium for use as a nuclear weapon requires that it be highly "enriched" by separating the unstable atoms from the more stable U-238 atoms using specialized centrifuges. Uranium can also be enriched (to a lesser degree) for use in nuclear reactors, although not all reactor designs require enriched fuel.
Depleted Uranium is elemental Uranium-238 that is left over after all of the fissile isotopes have been removed from the material. When used as a projectile, the high density of Uranium makes it a powerful and effective weapon for the penetration of armor, so it is used in anti-tank weapons.