A CLSID is a globally-unique identifier of a COM (Component Object Model) object. It is in the form of a GUID (a more-or-less arbitrary 128-bit identifier). Some documents seem to use the terms CLSID and GUID interchangeably, though a CLSID is really a specific kind of GUID. CLSIDs are widely used in the Windows Registry, and appear in some file formats, such as Microsoft Compound File.
COM is a software interface standard developed by Microsoft.