An alpha particle is made up of two protons and two neutrons. It is a kind of helium, except without electrons. Radioactive elements give out alpha particles when they go through a kind of radioactive decay, known as alpha decay.
During alpha decay, the atomic nucleus releases an alpha particle. The nucleus will lose two protons and two neutrons when this happens. After the decay, the atom will change to another element, because the atom loses two protons. For example, if Americium were to go through alpha decay it would change into Neptunium because Neptunium is defined to have two protons less than Americium. Alpha decay usually happens in heavy elements, those containing more neutrons and protons, such as uranium, thorium, plutonium, and radium.
Alpha particles cannot even go through a few centimetres of air. Alpha irradiation cannot hurt humans when the alpha source is outside the human body, because human skin does not let the alpha particles go through. Alpha radiation can be very harmful if the source is inside the body, such as when people breathe dust or gas containing materials which decay by emitting alpha particles.
For example, there is an element called americium-241 which gives off alpha radiation. This radiation can be very harmful if it is inside someone's body because it can change the DNA in the cells. But it is not harmful when it is outside of the body because alpha radiation does not travel through the outside layers of the skin very well.