Loosely speaking, a protocol defines how two hosts talk to each other. For example, in radio communications a protocol might say that when one participant is finsihed speaking, he or she says "Over" to tell the other end that it's OK to start talking. In networking a protocol defines what is and is not acceptable for one participant in a conversation to say to the other at a given moment in time.
For example the daytime protocol, specified in RFC 867, says that the client connects to the server on port 13. The server then tells the client the current time in a human readable format and then closes the connection.
On the other hand the time protocol, specified in RFC 868, specifies a binary representation for the time that's legible to computers.
Both daytime and time send the same information. However they use different formats and protocols to send it.
There are as many different kinds of protocols as there are services that use them. Lockstep protocols require one response for each request. Some protocols like FTP use multiple connections. Most use only one. Some protocols like HTTP allow only one request and response per connection. Others, like FTP, allow multiple requests and responses over each connection.