The heliosphere is a bubble in space "blown" into the interstellar medium (the hydrogen and helium gas that fill the galaxy) by the solar wind.
Although electrically neutral atoms from interstellar volume can pass through this bubble, almost all of the material in the heliosphere comes from the Sun itself.

For the first ten billion kilometres of its radius, the solar wind travels at over a million kilometres per hour.
As it begins to drop out with the interstellar medium, it slows down before finally stopping altogether.
The point where the solar wind slows down is the termination shock; the point where the interstellar medium and solar wind pressures balance is called the heliopause; the point where the interstellar medium, travelling in the opposite direction, slows down as it collides with the heliosphere is the bow shock.
The heliosphere is a bubble in space "blown" into the interstellar medium (the hydrogen and helium gas that fill the galaxy) by the solar wind. Although electrically neutral atoms from interstellar volume can pass through this bubble, almost all of the material in the heliosphere comes from the Sun itself. 
For the first ten billion kilometres of its radius, the solar wind travels at over a million kilometres per hour. As it begins to drop out with the interstellar medium, it slows down before finally stopping altogether. The point where the solar wind slows down is the termination shock; the point where the interstellar medium and solar wind pressures balance is called the heliopause; the point where the interstellar medium, travelling in the opposite direction, slows down as it collides with the heliosphere is the bow shock.
Heliosphere