It is common knowledge that Germany under Adolf Hitler (1933-1945) is referred to as the Third Reich, it is however less well known what the First Reich and Second Reich were. The word Reich is hard to translate to English, but realm or empire are probably the best translations.
The First Reich was the Holy Roman Empire (the Holy Roman Empire of the German Nation..., not the ancient Roman Empire), 800-1806. Charlemagne (Charles the Great) was crowned emperor by Pope Leo III in Rome on Christmas Day 800, this is normally seen as the founding of the Empire, but sometimes the year of 962 is used, that was when Otto I (Otto the Great) was crowned.
The Empire existed almost in name only following the Peace of Westphalia at the end of the Thirty Years' War in 1648, but was not formally dissolved until 6 Aug 1806 when Emperor Francis II (Franz II) abdicated.
The Second Reich was the Hohenzollern Germany, from the unification of Germany following the Franco-Prussian War (1870 - 1871) and crowning of Wilhelm I as German Emperor at the Palace of Versailles, with Otto von Bismarck as the first Reichskanzler, to the abdication of Wilhelm II in 1919 following the German defeat in the First World War.
The Hohenzollern Empire was followed by the Weimar Republic (1919-1933), but this was not seen as the Third Reich, but rather as an Interim Reich.
The term Third Reich was most likely taken from the book "Das dritte Reich" published by Arthur Möller van den Bruck (1876-1925) in 1923.