Great Britain is made up of England, Scotland, and Wales. Add a fourth, Northern Ireland, and now you have the United Kingdom.
Add the Crown Dependencies and you have the British Islands, and add the whole island of Ireland and you have the British Isles.
On the image, you’ll see that Scotland is still part of the United Kingdom. Their recent vote for independence—to leave the United Kingdom—would have changed that, but the people voted to keep things as they are, so we don’t have to make new diagrams.