Materials that readily undergo fission are called fissile materials. Those usually used in nuclear weapons are uranium and plutonium. Many types of uranium and plutonium exist—these are called isotopes. The U-235 isotope of uranium and the Pu-239 isotope of plutonium are used in weapons. (Section on the Physics of a nuclear reaction tells you what these numbers mean.)
Naturally occurring uranium contains only 0.7% of U-235, the rest is not fissile and consists mainly of U-238. Natural uranium can be refined in many ways to increase the proportion of U-235. This process of increasing the percentage of U-235 is called enrichment.
Some reactors can run on natural uranium (those in India, for example). Most reactors, however, need uranium with about 2% to 5% U-235—this is called Low Enriched Uranium (LEU).
Uranium must be enriched to 20% U-235 before it can be used in a nuclear weapon, i.e., before it can become Weapons Usable Uranium. At this level of enrichment, it becomes Highly Enriched Uranium, or HEU (another form of uranium, U-233 can also be enriched to this point and used as a fissile material in a nuclear weapon, but it is a much less common form).
Weapons grade uranium is generally enriched to contain 80% or 90% U-235. This level of purity allows for a compact weapon with maximum yield.
Plutonium does not occur naturally and has to be made in nuclear reactors. It contains the isotopesPu-239, Pu-240 and other higher isotopes. For weapons applications, Pu-240 and higher isotopes are contaminants. (They make the fission start too early, reducing the total yield of the weapon.)
The normal reactor grade plutonium, produced in power reactors, contains about 65% Pu-239. Weapons require above 94% of Pu-239. Making this in a normal reactor is not energy-efficient, so usually weapons grade plutonium is produced in “research” reactors.
It is generally felt that it should be possible to make low-yield weapons (up to a few kilotons) from reactor grade plutonium.
Some weapons experts are of the opinion that, with a sophisticated design, a reactor grade plutonium fission weapon can have as much yield as one made with weapons grade plutonium (up to about 20 kilotons). However, a reactor grade weapon would use more plutonium for the same yield. Reactor grade plutonium is also more difficult to handle and engineer.
A thermonuclear weapon is significantly more complicated and requires more testing than a fission device.