At the Last Supper when Our Lord said, "This is My Body," the entire substance of the bread was changed into His Body; and when He said, "This is My Blood," the entire substance of the wine was changed into His Blood. After the substance of the bread and wine had been changed into Our Lord's Body and Blood, there remained only the appearances of bread and wine.
Appearances of bread and wine: color, taste, weight, shape and whatever else appears to the senses.
The substance of anything is what it is. The appearances (sometimes called 'accidents' but not in the sense of 'mistakes'--it just means the non-essential aspects) are what it looks like, or feels like, or tastes like, etc. For example, an apple is a substance. It looks red and round. It feels smooth. It tastes sweet. Redness, roundness, smoothness, and juiciness are appearances.
The change of the entire substance of bread and wine into the Body and Blood of Christ is called Transubstantiation.
There are different kinds of changes which may take place in things: A change of appearances happens when a green apple ripens to a red apple. A partial change of substance happens when oil burns and changes to smoke. A complete change of substances (transubstantiation) happens only in the Eucharist.
No one will ever understand transubstantiation fully, but even the effort to understand it is pleasing to Our Lord. It is faith seeking understanding, and everything new we learn about Jesus is a new reason to love Him.