A vlog, short for video blog or video log, is a blog in video form. Think of it as your own little TV show or channel, only it’s on the web, produced by you and presumably starring you.
A podcast, short for iPod and broadcast, is a series of audio/video episodes focused on a particular topic or theme and easily consumed while on the go. The word is a portmanteau, a blending of two words, just as brunch is a combination of breakfast and lunch.