A wave is a transmission of a disturbance from one point to another from a source point.
Waves may be classified as mechanical waves or electromagnetic waves in terms of the material medium of transmission. Electromagnetic waves such as ultraviolet waves, radio waves, etc, do not require a material medium for transmission.
Mechanical waves on the other hand are those waves that require a material medium for transmission. Sound waves are good examples of mechanical waves. Sound waves travel fastest in solids as their particles are closely packed thus more vibration are experienced thus faster transmission of sound.