You can attach one rigidbodyA component that allows a GameObject to be affected by simulated gravity and other forces. More info
See in Glossary object to another or to a fixed point in space using a JointA physics component allowing a dynamic connection between rigidbodies, usually allowing some degree of movement such as a hinge. More info
See in Glossary component. Generally, you want a joint to allow at least some freedom of motion and so Unity provides different Joint components that enforce different restrictions.
For example, a Hinge JointA joint that groups together two Rigidbodies, constraining them to move like they are connected by a hinge. It is perfect for doors, but can also be used to model chains, pendulums and so on. More info
See in Glossary allows rotation around a specific point and axis while a Spring JointA joint type that connects two Rigidbodies together but allows the distance between them to change as though they were connected by a spring. More info
See in Glossary keeps the objects apart but lets the distance between them stretch slightly.
2D joint components have 2D at the end of the name, eg, Hinge Joint 2D. See Joints 2D for a summary of the 2D joints and useful background information.
Joints also have other options that can enabled for specific effects. For example, you can set a joint to break when the force applied to it exceeds a certain threshold. Some joints also allow a drive force to occur between the connected objects to set them in motion automatically.
See each joint reference page for the Joint classes and for further information about their properties.