The lulav and etrog are just two of four species of plants that are held together and waved during the holiday of Sukkot. The lulav is a palm branch, which is joined with myrtle and willow branches, and an etrog, a citron fruit. The four species are held and waved during various parts of the synagogue service on Sukkot.
etrog
Pronounced: ETT-rahg, Origin: Hebrew, a citron, or large yellow citrus fruit that is one of four species (the others are willow, myrtle and palm) shaken together as a ritual during the holiday of Sukkot.
lulav
Pronounced: LOO-lahv (oo as in boo), Origin: Hebrew, a bundle of branches representing three species — willow, myrtle and palm — which are shaken together with the etrog on Sukkot.