A mixture is not the same as a compound which is made of two or more atoms connected together. For instance, a mixture of the gases hydrogen and nitrogen contains hydrogen and nitrogen, not the compound ammonia which is made of hydrogen and nitrogen atoms.
A mixture where the different parts can be distinguished easily is called heterogenous, one where this is not the case is called homogeneous. A third form is called colloid.
If one substance in a mixture dissolves in the other, it is called a solution. For example if sugar is put in water it forms a mixture, then dissolves to make a solution. If it does not dissolve, it would be called a suspension.