Comet

Hale-Bob (Comet) captured with SpaceEngine.

A Comet is an object that it revolves around the Sun like planets and asteroids, but it has a very eccentric orbit (It can be elliptical, parabolic or hyperbolic), it consists of ice, dust and rock.

Comets are object with irregular shaped objects such as satellites, but when they approach the Sun, they heat up and the ice sublimes creating an atmosphere termed "The Coma" and a Tail.
The Coma surround the nucleus and the Tail is a linear sections consisting of dusty or gas dragged out of the nucleus by the solar wind and radiation.

Some comets are "periodic comets" they have an elliptical orbits, as approaches to the Sun, they sublimate their mass (Forming a Coma and Tail), but these disappear when consumed all their mass.
Other comets approach the Sun only once, they have a parabolic or hyperbolic orbit, therefore, after to approach the sun they head into interstellar space.