In Italian, orzo means "barley". It's a small, rice shaped pasta typically made from semolina. It is commonly found in soups or salads but it's grown in popularity and uses over the last few years so you often see it used more like rice such as in risotto or pilafs.
Just like the name says, this rich dessert is made with bread and essentially a custard sauce which is baked until set. Some of the variations on the basic recipe use croissants, pound cake, or even doughnuts instead of bread.