It's confusing. We're quick to berate Americans for getting it wrong, but the terms are often misused over here too.
England, Scotland, Wales, N. Ireland and the ROI are all countries. Great Britain is an island. The UK is a state (or a kingdom) but is often treated as a country.
The
British Isles is another entity altogether. It consists of England, Scotland, Wales, Northern Ireland, Republic of Ireland, the Isle of Man, Orkney, the Shetland Islands and the Channel Islands (Jersey and Guernsey). Other outlying islands are a part of the United Kingdom to varying degrees.
The Isle of Man and the Channel Islands are not part of the United Kingdom (or, therefore, Great Britain)
Here's a handy Venn Diagram.