A Lord (Laird in some Scottish contexts) is a person who has power and authority. Women will usually (but not universally) take the title 'Lady' instead of Laird or Lord, but there is an example of a female Lord: Lord of Mann, the ruler of the Isle of Man. The territory belonging to a lord is often called a lordship. Lords as a group are a peerage.
The word actually comes from the Old English forms for "loaf" (bread) and "ward" (used to mean "protector", although today it means "one who is protected"). So a lord or "loaf ward" was originally "the one who protected the loaf". A mesne lord was a lord in the feudal system who had vassals who held land from him, but who was himself the vassal of a higher lord. The one who ruled over mesne lords was sometimes called an overlord. This higher lord was sometimes the king.
In a religious context, The Lord means God, mainly by Christianity.