An eDSL is an (e)mbedded (D)omain-(S)pecific (L)anguage. In other words, it's a language for describing domain-specific entities and operations, that happens to be embedded into an existing (host) language rather than being given its own standalone parser, interpreter, compiler, etc. An eDSL gets to piggy-back off of the syntax and semantics of the host language, but extends it with domain-specific concepts in (hopefully) a way that integrates well with the host language.

Lots of things that are "just" libraries could also reasonably be thought of as eDSLs.