Most non-muslims tend to have a confusion in the different terms used to describe the Islamic dress code for Muslim women.
Here’s an easy description of each to make it easier for your understanding.
Hijab is the Islamic dress code for Muslim women, wherein the whole body, except the face, hands and feet should be covered. The dressing should not be very tight such that it reveals the body figure and the scarf should cover the chest area as well. The hijab is worn by Muslim women and is compulsory for them to wear it, in the presence of men other than their husband or father.
Niqab covers the face such that only the eyes are seen. This form of dressing is not compulsory as far as Islam is concerned. However, some Muslim women prefer to cover their whole face, leaving the eyes.
Sheila is yet another term for scarf. It is worn around the head to cover the hair.
Burqa is an enveloping outer covering/garment worn by Muslim women to cover themselves in the presence of men other than the husband/father of the woman. The term Burqa is used more often in Central Asia.
The abaya is a simple, loose over-garment, essentially a robe-like dress, worn by Muslim women. It is yet another term for Burqa. Most Indians and Pakistanis use the word Burqa while people from the Arab countries usually call it Abaya.
Traditional abayas are black and may be either a large square of fabric draped from the shoulders or head or a long caftan. The abaya covers the whole body except the face, feet, and hands. It can be worn with the niqab, a face veil covering all but the eyes. Some women choose to wear long black gloves, so their hands are covered as well.