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.
When the things mixed together are all the same phase, like two solids, it is called a homogeneous mixture. If different phases are mixed together, like sand and water, it is called a heterogeneous mixture.
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.