I assume you are familiar with the definition of a bijection, i.e. a injective and surjective function.
For each $n \in \mathbb{N}$, let $n = \{0, 1, ..., n - 1\}$.
A set $A$ is finite if there is a bijection between $n$ and $A$.
A set $A$ is infinite, if it is not finite.
The term countable is somewhat ambiguous.
(1) I would say that countable and countably infinite are the same. That is, a set $A$ is countable (countably infinite) if there exists a bijection between $A$ and $\mathbb{N}$.
(2) Other people would define countable to be finite or in bijection with $\mathbb{N}$. That is, a set $A$ is countable if there exists a surjection from $\mathbb{N} \rightarrow A$. A set is countably infinite, if there exists a bijection between $A$ and $\mathbb{N}$.
$A$ is "not countable" if $A$ is not countable.
There is a little ambiguity here as well, usually by saying $A$ is not countable, most people would assume $A$ is infinite and not countable.