Difference b/w sigma bond and pi bond

A single bond is a sigma bond. A double bond is a sigma bond plus a pi bond. A triple bond is one sigma and two pi bonds. 

A sigma bond is your basic head-on covalent bond, with the bond in line with the bonding orbitals. You can only ever have one sigma bond between any two atoms.

A pi bond is a covalent bond between orbitals perpendicular to the bond direction, usually p-orbitals (never s). The resulting bond is roughly shaped like two croissants with the tips touching at the bonded atoms. Pi bonds do not allow rotation around the bonding axis due to this geometry. 

A second pi bond (the third bond in a triple bond, or a second double bond to another atom) is always perpendicular (orthogonal) to the first one. In other words, if the sigma bond is on the x axis, one pi bond will form between orbitals on the y axis and another will form between orbitals on the z axis.