ANY INTENTIONALLY EVIL SOFTWARE
Malware is any type of software that is malicious, or evil, on purpose. There are many types, such as viruses, trojan horses, and spyware.
...does it look like?
Malware can be a virus, a thing that copies itself over and over again, using contact to spread. These can come in spam in email, and send themselves to everyone on your contact list. Malware can also come in the form of a trojan horse, any program or media that could be real, but what you don't know is that it "opens a backdoor" into your computer, letting others access your files. Finally, malware can be spyware, which takes your personal information and gives to someone. A type of spyware is keystroke logging, which has perfectly legitimate uses, but can also be used by hackers to record the keys you hit on your keyboard, taking your usernames and passwords.