More specifically:
* I is a first-person singular nominative pronoun. This means it's used when the pronoun is the subject of a sentence.
* Me is a first-person singular objective pronoun. This means it's used when the pronoun is the object of a verb or preposition.
Here are some examples:
* I went to the store. (Subject of the sentence)
* She gave the book to me. (Object of the preposition "to")