It is said that something is ATTACKED when opponent is threatening to take one of our pieces with material advantage.
Example:
Winning a rook for free. (1 Rook =5 pawns)
Exchanging Knight for Queen (1 Knight = 3 pawns ---- 1 Queen = 9 pawns) 
There are several ways of defending when your piece is attacked.
1)Move attacked piece away
2)Block the attacking piece
3)Destroy the attacking piece
4)Counter-attack by creating a bigger attack
5) Protect your attacked piece to make the exchange unfavorable to opponent
Question: Is it possible to block an attack from the Knight or Pawn? Why?

CHECK -- attack on the King. 
Few of the previous possibilities no longer work.
1)Moving the King away still works
2) Blocking still works
3) Destroying the attacker is still possible
4) NOT POSSIBLE.  (there is nothing more important than the King)
5) NOT POSSIBLE. (cannot leave King in check)

DOUBLE ATTACK -- more than one piece is attacked. It is especially deadly when one of these pieces is the King.
Attacking several targets now leaves very few good defenses. 
1) NOT POSSIBLE. (cannot move 2 pieces at the same time)
2) NOT POSSIBLE. (cannot block 2 pieces in one move)
3) Destroying the attacker is often the best possibility
4) Counter attacking is a feasible option (unless one of the attacks is a CHECK)
5) Protecting both pieces is sometimes possible

Linked picture examples are not commented. Make sure they are understood. Email me if any explanation is needed.