Trying to make sense of things you "hear" is usually not the best way to try to understand science. Our best current theory of "particles" comes from quantum field theory, but QFT is a fairly advanced topic and most people find they need to have a decent background in other physics topics first.
That said, the basic theory of particles from QFT is fairly simple schematically:
(1) The fundamental entities of QFT are quantum fields. In the Standard Model of particle physics, which covers all known particles and interactions other than gravitation, every "particle" (electron, quark, etc.) actually is a name for a quantum field with particular properties (mass, charge, spin, etc.). All ordinary matter is made of these fields, and all known interactions except gravitation involve these fields.
(2) What we call "particles" in experiments (things that make bright spots on detector screens, tracks in cloud chambers, etc.) are particular states of the quantum fields that are reasonably localized and move in ways that are reasonably close to the way we would expect a classical particle (i.e., a particle in Newtonian physics or special relativity) to move.
(3) Because we are talking about quantum field theory, i.e., quantum mechanics, in general we cannot predict exactly what a given particle will do; we can only predict probabilities for various possible outcomes. Once a particular outcome is observed, though, that outcome is fixed and doesn't change (as with any observation in QM). In situations where we don't observe a particle, we have to be careful making assertions about its properties (again, as with anything in QM).
