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Polygon is a closed two-dimensional shape consisting of only line segments. It does not contain a curved shape. We can also say, polygons are simple closed curves.
A three sided polygon is called a triangle. It is formed by joining three line segments.
A four sided polygon is called a quadrilateral. It is formed by joining four line segments.
A five sided polygon is called a pentagon. It is formed by joining five line segments.
A six sided polygon is called a hexagon. It is formed by joining six line segments.
A seven sided polygon is called a heptagon. It is formed by joining seven line segments.
A eight sided polygon is called an octagon. It is formed by joining eight line segments.
It goes on. We can also form n sided polygon.

Let us see some figures, which are not polygons.
Example:
1. 

The shape is made up of line segments, but it is not closed. So, this is not a polygon.
2. 

This is a closed shape but not simple. So, this is not a polygon.
3. 

As per the definition, a polygon does not contain a curved shape. So, this is not a polygon.
4. 

This is a three dimensional figure. So, this is not a polygon.