partly from Old English epistol and in part directly from Old French epistle, epistre (Modern French épitre), from Latin epistola “a letter,” from Greek epistole “message, letter, command, commission,” whether verbal or in writing, from epistellein “send to, send as a message or letter,” from epi “to” (see epi-) + stellein in its secondary sense of “to dispatch, send” from PIE *stel-yo-, suffixed form of root *stel- “to put, stand,” with derivatives referring to a standing object or place (see stall (n.1)). Also acquired in Old English directly from Latin as pistol. Specific sense of “letter from an apostle forming part of canonical scripture” is c. 1200.
In short, an epistle is a letter. Many of the New Testament (NT) books were originally sent as letters to provide instruction to a particular group of believers in the times after Christ. We have those letters (most, not all) collected into the NT portion of the Bible.
Books of the Bible that are also called “the Epistles” include:
1 & 2 Corinthians
1 & 2 Thessalonians
1 & 2 Timothy
1 & 2 Peter
1, 2, & 3 John
That leaves out the Gospels (Mark through John), Acts (which is effectively Luke 2), and Revelation (which is a prophetic work). In other words, almost all of the NT is made of epistles.
Most of these letters were written by Paul. Romans through Philemon are all clearly written by Paul – thereby called the “Pauline Epistles”. Hebrews through Jude are called the “General Epistles” as they are written by others, bearing the author’s name – with the exception of Hebrews.
Hebrews, to this day, is still debated as to who wrote it. There is sufficient evidence to believe that it was written by Paul but the text lacks the evidence to “hit the nail on the head” in regards to nailing down authorship definitively. Some of Paul’s contemporaries are argued for by some scholars and still others just leave the authorship as “unknown”. Regardless, it remains as one of the epistles that makes up the NT.
When next you read any of the Epistles, pay particular attention to the very beginning and end of that letter. You will find a wealth of information in these areas of the text as to who it was originally written for as well as surrounding contextual information.