SharePoint - a server. SharePoint lets people make Team Sites, little sub instances of SharePoint. Team Sites have different types of sub-modules. One is called a Document Library. Document Libraries hold files and folders, but also have version control (you can see any iteration of any file ever.) By Default, each Office 365 Group has a Document Library called either "Documents" or "Shared Documents" depending on how the client renders the name. If Microsoft had a modicum of respect for the english language, they would rename "the 'Shared%20Documents' Office 365 SharePoint Team Site Document Library" to be called a Group OneDrive. Other major Office 365 Components stored on SharePoint include OneNote and Planner. (exception to this rule, the SharePoint iOS client. This product has no reason for existing, all its features should be a part of iOS OneDrive. Unless SharePoint=Intranet, OneDrive=DocumentLibrary, in which case file access should be stripped from iOS SharePoint.)
The line blurs when you have a 365 Group Document Library. On the web, accessing it calls it part of SharePoint, in Windows accessing it appears to be through OneDrive. If you can remember that OneDrive is one of many ways to access a SharePoint Document Library, analogous to Chrome is how you get to Google, you should be good.
Teams - a web app that replaces Skype and OneDrive. It embeds a SharePoint (Word Online, Excel Online) iframe, anytime you click a file stored in a Document Library. No Syncing, all streaming.