UX (user experience) is the whole of a user's experience with a product: whether it solves their problem, whether the path to the goal is logical, and whether using it takes no effort. UX is designed with research and testing, not opinion.
UX governs what happens "underneath" the interface: information structure, flows, naming, step order, error handling. Users don't see UX directly – they feel it as ease or frustration.
UX work is evidence-based: needs research, data analysis, usability testing. Hence the discipline's iron rule: "you are not your user" – what's obvious to the product's creators is often a puzzle to everyone else.
UX vs UI: UX is the architecture of the experience, UI its visible layer. You need both: brilliant architecture in an ugly, sloppy interface inspires no trust, and a beautiful interface over a chaotic structure frustrates.