Hot and cold
A hot shoe is a flash interface that you find on the top of some cameras that enables an external flash and the camera to communicate. Cameras with built in flashes will not have a hotshoe whereas many DSLRs and mirrorless cameras do have a hotshoe.
The hot shoe is brand specific. It looks similar across all camera brands, but the specific position of the contacts and the protocol used differs, unfortunately.
In the image above you can see 3 different camera brands and what their contacts for the hot shoe look like. You can see that the number of contacts and their position is not the same, so you need to buy a flash specific for your camera brand if you plan to mount it on camera. The above 3 is so called triggers that allow you to operate the flash off camera via a radio signal.
A cold shoe is just a hot shoe with no contacts. It allows you to mount the flash in the shoe, that either serves as a stand on its own, or enables you via a thread to attach it to a stand. A cold shoe works for all flash brands.
