An Euclidean space is a normed linear space, that is, it has a norm and its elements are linear functions.
An Euclidean space has an inner product (scalar product):
$$(x_\alpha,x_\beta)=0$$ for orthogonal elements
and
$$(x_\alpha,x_\alpha)=1$$
This scalar product must satisfy the following:
$$
\begin{array}
f\bullet\ being\ not\ negative (x,x>0)\\
\bullet\ being\ symmetric (x,y)=(y,x)\\
\bullet\ being\ linear: \lambda x, y)=\lambda(x,y)\\
\bullet\ (x,y+z)=(x,y)+(x,z)
\end{array}
$$
We say therefore that any space equipped with an inner product satisfying these properties is called Euclidean space.
Euclidean space is therefore a general term for a normed linear space with an inner product, where the norm can be
$$d(x,y)=||x-y||=\sqrt{(x-y)^2}$$
The norm is a distance in the linear normed space, between two points.
Now, a Hilbert space is an example of an Euclidean space. It has an inner product, however it is of infinite many dimensions. For instance, considering a particle in quantum mechanics as a dimension, one can form a Hilbert space of 10 dimensions for a system of 10 particles, where the particle must satisfy the orthogonality principle of the inner product stated at the top. Therefore, all the wavefunctions for the particles given above give an inner product equal to zero, since they have the same angle between one another. Have a look at the atomic orbital chart and see how they have the same angle preserved between each wavefunction.
This wavefunction model is then said to satisfy the conditions for the inner product, and you can have infinitely many of them. If you used an Euclidean space to describe a system of particles, you were restricted to 3 particles, that is, the three dimensions Euclidean space is restricted to. Therefore, you will see that Hilbert space is commonly used in quantum mechanics, with all its properties of the Euclidean space, but with its infinitely many dimensions.