In this answer, for the sake of simplicity I restrict my attention to finite-dimensional real vector spaces. However, all of the ideas generalise straightforwardly to a finite-dimensional vector space over an arbitrary field.
In linear algebra, the term "vector" is an informal term used to refer to an element of a given vector space. For instance, if our vector space is $\mathbb R^2$ together with the usual vector addition and scalar multiplication, then a "vector" is simply an ordered pair of real numbers $(a,b)$. These basic notions do not involve bases at all.
However, given an $n$-dimensional vector space $V$ (where $n\in\mathbb N$), it is possible to represent the elements of $V$ with $n$-tuples of real numbers. For example, consider the set $V$ of real polynomials taking the form $ax^2+bx+c$. There are natural notions of vector addition and scalar multiplication that allow us to regard $V$ as a vector space. Moreover, $V$ has the (ordered) basis $\{x^2,x,1\}$. With this basis, we can represent polynomial $ax^2+bx+c$ with the ordered triple $(a,b,c)$.
In the general case, if $\{v_1,\dots,v_n\}$ is an (ordered) basis of $V$, then every $v\in V$ can be written as $v=a_1v_1+\dots+a_nv_n$ where $a_1,\dots,a_n\in\mathbb R$. The coefficients $a_1,\dots,a_n$ are uniquely determined, meaning that there is a well-defined map $\varphi:V\to \mathbb R^n,v\mapsto (a_1,\dots, a_n)$ (note however that the coefficients $a_1,\dots,a_n$ are dependent on $v$, so we should write something like $a_{v,1},\dots,a_{v,n}$ if we were to use more pedantic notation). It is customary to call $(a_1,\dots,a_n)$ the coordinates of $v$ with respect to the basis $\{v_1,\dots,v_n\}$. For example, if $V$ is the set of polynomials as above, then the coordinates of $ax^2+bx+c$ with respect to the basis $\{2x^2,-x,5\}$ is $(a/2,-b,c/5)$. This example also serves to illustrate that, in general, there is not always a "natural" or "obvious" correspondence between a vector $v$ and the coordinates of $v$ with respect to a certain basis.
If $V=\mathbb R^n$, then we have the slightly confusing situation where the coordinates of a vector $v\in\mathbb R^n$ is another element of $\mathbb R^n$. This means that, in contrast, to the general case, the vectors and the coordinates of vectors "live in the same space". For instance, if $\mathbb R^2$ is our vector space and $\{(1,2),(2,5)\}$ is our basis, then the coordinates of $(4,10)$ is $(0,2)$. However, if our basis is $\{(1,0),(0,1)\}$, then the coordinate of every vector is itself. This is why the basis $\{(1,0),(0,1)\}$ is called the "standard", "canonical", or "natural" basis. A priori, it seems unclear why we would want to represent the representations of vectors in $\mathbb R^n$ in anything other than the standard basis. However, it turns out that in certain situations, changing the basis makes computations like matrix multiplication much easier.