The Transmision Control Protocol, TCP, is one of the most popular data transport protocols. That's the reason why it is supported by default in almost any hardware device. Its main advantage comes from the packet size, which is usually lower than packets sent using HTTP/s (which in fact, uses TCP as transport layer). TCP is "connection oriented", which means it implements confirmation methods to guarantee that data is received by the destinatary.
The User Datagram Protocol, UDP, is also a very popular protocol but unlike TCP, it is "connectionless". This means it does not implements any confirmation method to guarantee that data is received by the destinatary. This can be an advantage in applications where simplicity and speed are more important than reliability, for example video streaming.
TCP and UDP are similar in the sense that they share the structure of an endpoint with a port.