"Veda" is the Sanskrit word for "knowledge, wisdom" and is derived from the Sanskrit root "vid" or "to know". So the Vedas can be called "Books of Knowledge or Wisdom".
The four Vedas - Rgved, Saamved, Yajurved and Atharvaved - are the foundation scriptures for all Dharmic practices. Vedas, in the present written form, are generally considered to have originated between 1500 BCE to 1000 BCE - the Rgved being the first - though the exact date is a topic of debate amongst scholars.
Before they were written, the Vedas were transmitted orally through elaborate mnemonic techniques. For example, the oral tradition insisted on accurate pronunciation because of the belief that the potency of a mantra lies in its sound when pronounced. (In order to fully appreciate this point, consider that spoken words are merely manipulations of airflow by the physical body. Like other parts of the material world, the physical body operates at various energy levels, some of which are more suited to recognising your aatman.)
Vedas are believed to be revealed scriptures because they are divine in origin.
"Rg" is derived from the Sanskrit root "rik", which means "to worship". Rgved, then, translate to "Wisdom of Worship".
Organised into ten mandals (books), the Rgved is comprised of 1,028 hymns and 10,600 verses in all. The books were composed over a number of centuries by practitioners of the oral tradition, initiated by the Rishi, Vyaasa.
The accepted understanding is that the Rgvedic hymns are dedicated to various deities, principally Indra Dev. A 2003 translation by Brij B Nigam proposes that the Rgveda is a tribute to the Aryan victors of wars in the modern-day region of north-western India and northern Pakistan. For example, Indra Dev was actually the army commander of Deva kul (family).
Away from literal meanings, the Rgved is replete with spirituality.
"Saam" is derived from the Sanskrit root "saman", which means the application of melody (generally to a hymn or song of praise). Saamved, then, translates to "Wisdom of the Chants".
Saamved consists of 1,549 verses that are, except for 78 verses, excerpted entirely from Rgved and mostly from the eighth and ninth mandals of Rgved. Some verses are repeated; counting those, the Saamved consists of 1,875 verses.
The primary function of Saamved is to provide precise instructions on how the Rgvedic hymns are to be sung. As such, it offers no distinctive lessons of its own. The precise chanting is meant to invoke the appropriate energies to guide those present towards their true selves, their respective aatman.
"Yajur" is derived from the Sanskrit root "yajus", which means "sacrificial formula". Yajurved, then, translates to "Wisdom of the Sacrifices".
Yajurved was compiled in two versions: Shukla and Krishna. The Shukla Yajurved is comprised of 40 chapters and contains detailed instructions on the performance of yagna. (Yagna is a ritual of sacrifice, performed for honouring Bhagwan and for requesting wishes; it is denoted typically by Agni, into which offerings are presented.) The 40th chapter of Shukla Yajurved is the Ishopnishad (derived from the Sanskrit "Isha", which means "Bhagwan" and from the Sanskrit "upa", "ni" and "sad", which mean "sitting down near"). This Upanishad, while short at 18 verses, is significant because of its description of the nature of Parmaatma. Specifically, it states that Parmaatma is unembodied, omniscient, beyond reproach, without veins, pure and uncontaminated. This clearly implies a non-dual view of the universe. Prayers in the latter part of Ishopnishad request that the speaker be able to understand the true nature of Parmaatma.
The Krishna Yajurved survives in four shakhas (schools of thought): Taittiriya samhita; Maitrayani samhita; Caraka-Katha sa?hita; and Kapisthala-Katha samhita. ("Samhita" is Sanskrit for "compilation".) Of these four shakhas, Taittriya samhita is the best-known and best-preserved. Sri Rudram, part of the Taittriya samhita, is of particular significance because of worship to Shiv Bhagwan. In Sri Rudram, Shiv Bhagwan is equated with Parmaatma. The text is also renowned for the Shaivite Panchakshar (five-syllable) mantra, a powerful sound that invokes the benevolent aspects of Shiv Bhagwan.
In the context of the name of this Veda, "Atharva" is the name of the Rishi that started authoring this Veda.
In a couple of facets, the Atharvaved is different from the other three Vedas. Firstly, it has less of a connection to sacrifice. Secondly, it is distinctly absent from modern reinterpretations of the Vedas. For example, the Vedanta movement (started in the late 1800s) renounces all ritual and sacrifice and radically reinterprets the Vedas as purely philosophical. The association of the "bhoor, bhuvah, svahah" mantra is to the Rgved, Saamved and Yajurved respectively. Absent is any association to Atharvaved.
Atharvaved is comprised of 760 hymns, 160 of which are common to the Rgved. Its first part is a compilation of spells and incantations related to protection against demons and disaster, to healing diseases, to requesting fulfilment of aims in life (e.g., longevity, prosperity). The second and smaller part of Atharvaved contains speculative and philosophical hymns.