Streaming data is data that is generated continuously by sometimes thousands of data sources, which typically send in records simultaneously, and in small sizes (order of Kilobytes). Amazon Kinesis is a platform on AWS to send your streaming data to! Kinesis makes it easy to load and analyze streaming data. The service also allows you to build custom applications for your business needs.
Kinesis Streams connect information pushed by producers to consumers which process the data in real time. Kinesis Streams retain data for 24 hours by default. This can be extended to up to 7 days. Kinesis Streams consist of shards. A shard has a sequence of data records. The data capacity of your stream is a function of the number of shards that you specify for the stream. You manage the consumers with Kinesis Streams. These consumers will usually transform and save the data.
Kinesis Firehose also connects producers to consumers. You don't need to worry about shards though. Firehose is a very automated way of doing streams. There's no concept of a retention period. Firehose usually writes to S3 or Elasticsearch Cluster. Note that you do not implement consumers yourself in Firehose.
Kinesis Analytics allow you to run SQL queries on streaming data in real time. These queries are ran on Kinesis Streams or Kinesis Firehouse.