A space probe is an unmanned space mission, usually a small spacecraft sent out to find out information about a planet or other far away thing. As a tool of space exploration a planetary probe may land on the planet, or orbit around it, or merely fly by closely. Probes use radio waves to send information back to Earth or sometimes to a manned spacecraft. A space observatory leaves the Earth to look at distant objects, but does not go near the objects, so it is not called a "probe".
The first succesful space probe to explore a planet is Mariner 2, which was launched on August 1962 to fly by Venus. Over time, more space probes were launched, and more information about our solar system was gathered. A notable space probe is Voyager 2, which flew by Jupiter, Saturn, Uranus and Neptune before leaving the Solar System into interstellar space, a place between the stars.