To continue our journey, you don't need to fully understand what Sally just said. But what you do need to understand is, that the highest energy band that is occupied by electrons in a material is called the valence band, just like in the single atom where the highest shell occupied by electrons is called the valence shell. The band with energy one step higher than the valence band is the conduction band. The energy gap between these two bands, where no electrons are allowed, is called the band gap.

If you think of the energy bands as steps in a staircase then the band gap is the area between the steps. You can put your foot on the first step of the stairs and you can put it on the second, but you can never put it somewhere between the first and second.