A scatter is a symbol that counts wherever it appears on the reels, not just on a payline. Landing a set number, often three or more, usually triggers free spins or another feature, and may pay a prize too.
Scatter wins are usually paid as a multiple of the total bet rather than a line bet, and are often added to any line wins from the same spin. Wilds normally do not substitute for scatters.
Some games use a separate bonus symbol to trigger features and keep scatters as a pure prize, while others combine the two. The term "scatter pays" is also used for games where every symbol pays in any position, better described as pay anywhere.
Landing two scatters and seeing the third just miss is a near miss: an ordinary loss that the game happens to show that way. The paytable lists how many scatters you need and what they do.