glossary: noun:(from m-w.com) a collection of textual glosses or of specialized terms with their meanings.

BUT–what are glosses?

gloss: noun: (from m-w.com, 3rd meaning of the word, definition 1a) a brief explanation (as in the margin or between the lines of a text) of a difficult or obscure word or expression

That means that a glossary is a collection of explanations of difficult words.