Hindu scripture is made up of two categories, Shruti and Smriti. Shruti means "that which is heard" (what Christians would call "revelation"). Hindus believe that from time immemorial, sages known as Dhrishtas (literally "seers") have, during a state of Tapasya (deep meditation), heard sacred verses directly from the gods. In the Dwapara Yuga (the age before the one we're currently living in), these verses were compiled by a sage named Krishna Dwaipayana Veda Vyasa (or Vyasa for short) into a set of four books we call the Vedas. (Technically Vyasa only compiled the first three books - Rig, Yajur, and Sama - while the Atharvana Veda is attributed to the sages Angiras and Atharvan.) As the words of the Vedas are believed to be divine in origin, they are held to be the foremost authority of the Hindu religion. As Rama says in the Ayodhya Kanda of the Ramayana, the Vedas "have the foundation in Truth [and] one should thoroughly surrender to truth."
The second category of Hindu scripture is called Smriti, literally "that which is remembered". It refers to those sacred texts of Hinduism which were composed by human authors and then passed down by teacher to student via oral tradition. Note that just because the specific words of these scriptures were composed by humans, that does not mean that they're not divinely inspired. (It's similar to how in the Bible, the words "I am the Lord thy God who delivered thee from Egypt" are thought to be words that God himself chose, whereas the Torah as a whole is believed to be authored by Moses but inspired by God.) There are numerous works that are called Smriti, but among the most prominent works are the Ramayana, the Mahabharata, and the Puranas.
The Mahabharata is an epic poem, one of the longest in the world. It was composed by Vyasa (the same guy who compiled the Vedas), and it discusses a great war between two factions of the same family, the Pandavas and the Kauravas. Prominently featured in the Mahabharata is the Pandavas' cousin Krishna, an incarnation of Vishnu. In the beginning of the war, one of the Pandavas, Arjuna, is reluctant, confused about what the righteous path is, so Krishna gives him a discourse known as the Bhagavad Gita, a guide to how to righteously live one's life. While the Mahabharata as a whole is considered to be of lesser authority than the Vedas, since the words are humanly composed, the Bhagavad Gita is often considered to be a fifth Veda, because it is the words of Krishna and is thus of divine origin.
(Note: This is excerpted from my longer answer here.)