A microprocessor is a chip like the one that's (likely) in your computer or phone. Examples are the current Intel In series, the Motorola 68000 of the first Mac, or the Zylog Z80 used in the TRS80 and a kazillion other 8 bit hobbyist computers of the 1970s. Microprocessors need external circuitry for RAM, ROM, Flash, eeprom, etc. in order to function.
A microcontroller is like the ATMEGA328p on your Uno, , an ATTiny device or a PIC chip. It has all the memory it needs to function already built in to the same chip.