PM stands for particular matter. A term to describe a mixture of solid particles and fine liquid droplets found in the air. Some particles such as dirt, dust, smoke, and soot are big and/or dark enough to be seen with the naked eye. Others are so small they can only be detected with an electron microscope.
PM10: inhale-able particles with a diameter of generally 10 micrometer and smaller.
PM2.5: inhale-able particles that are roughly 2.5 micrometers in diameter or smaller.
How small is 2.5 micrometer? It's small. Think of a hair from your head. If your hair is within the average size then it is roughly 70 micrometers in diameter - effectively making it 30 times larger than the largest fine particle. The emphasis is on "larger than the LARGEST" particle.
Particular Matter comes in many sizes and shapes and can be made up of hundreds of different chemicals.
Some particles are emitted directly from sources such as construction sites, dirt roads, fields, smokestacks and fires. We did hear a lot about wild fires recently, haven't we?
However, most particulate matter in our air is the result of complex chemical reactions such as sulfur dioxide and nitrogen oxides. All of which are pollutants emitted from power plants (think of fossil burning for energy), industries (like manufacturing) and transportation, which includes your car.
Electricity Production 29%, Transportation 27%, Industry 21%, Commercial a Residential 12%, Agriculture 9%, Other 2%. Source: EPA https://epa.gov