An X terminal is a device capable of viewing the output of the X Windowing System, a system like Microsoft Windows, but more stable, and truly multiuser running from the same machine. This is *NIX's challenge to Windows, and there is a free version called XFree86, along with many similar names. This also requires a desktop environment to run, such as Enlightenment, or more recently KDE or Gnome.
It is arguably more feature-filled, but it is almost definitely harder to use, as to fully use it, one must still know a console shell, such as Bash. Microsoft has done a better job encapsulating more advanced features in their GUI, but that causes their software to become more bloated and less stable. As with almost all the rest of *NIX software, X is cross-platform portable.