There are three primary components inside an atom: neutrons, electrons and protons. The neutrons have no charge, while the protons have a positive charge and electrons have a negative charge. The neutrons and protons exist in a dense center area called the nuclei, while the electrons exist in another space, called orbitals, around the nuclei.
Almost all of the mass of an atom comes from the neutrons and protons. Because of this, almost all of the mass is concentrated in the small central nuclei, even though it doesn't take up most of the atom's volume. The atom was infamously discovered by J.J. Thompson in the 19th century.