We often lump bonds into being either ionic or covalent. But this greatly simplifies what is again a complex quantum mechanical problem. Luckily our over simplification gives us the correct perspective much of the time. None the less, it is important to realize that this actually is a spectrum of different types of bonds ranging from what we would call purely covalent to ionic. In between, bonds might be best described as partly ionic and partly covalent. For such compounds we talk about their "covalent character" or "ionic character". Thus NaCl is something in which we would say the bonding is dominate by the ionic character. We can qualitatively lump bonds into these different categories by differences in electronegativities. Large differences lead to ionic bonds (bonds with mostly ionic character) while small differences lead to covalent bonds (bonds with mostly covalent character). Before we simply said ionic bonds form between a metal and a non-metal, and covalent between a non-metal and a non-metal. However, looking at electronegativity differences, you see that this is the same idea as non-metals have larger electronegativities than metals.
We then further divide up the covalent bonds into two categories. Pure covalent and polar covalent. Pure covalent are bonds between two elements with identical electronegativities. For these bonds the electrons are perfectly equally shared between the two atoms. Polar covalent bonds form between elements with different electronegativities but those that aren't large enough that we could call the bonds ionic. For example the bond between hydrogen and chlorine. Chlorine has a larger electronegativity so we would expect this bond to be polar with more of the electrons residing on the chlorine. To denote this in a structure we would draw a small partial charge on the atoms using a lower case delta, δ, with a plus or a minus sign. The element with the higher electronegativity will have a greater share of the electrons and thus it will be the δ-. Note, the charges are partial. This implies that the electron spends more time "on that atom" but is not completely transferred (that would be the ionic picture).