An interjection is a word added to a sentence to convey emotion. It is not grammatically related to any other part of the sentence.
You usually follow an interjection with an exclamation mark. Interjections are uncommon in formal academic prose, except in direct quotations.
The highlighted words in the following sentences are interjections:

Ouch, that hurt!

Oh no, I forgot that the exam was today.

Hey! Put that down!

I heard one guy say to another guy, "He has a new car, eh?"

I don't know about you but, good lord, I think taxes are too high!