The pleura is the layer of connective tissue covered with simple squamous epithelium.
The visceral pleura covers the surface of the lungs, lines the interlobar fissures and is continuous with the parietal pleura, which lines the insides of the hemithorax.
Between the visceral and parietal pleura is the pleural space, which normally only contains a small amount of lubricating fluid.
Blood in the pleural space is called a haemothorax, air in the pleural space is called a pneumothorax, lymph in the pleural space is a chylothorax and pus in the pleural space is an empyema.
A pleural effusion is excessive fluid in the pleural space (whatever that fluid might be).
Pleurisy is pain arising from disease to the pleura. This pain is worse on deep inspiration and coughing.