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A particle is a word that has a grammatical function but does not fit into the main parts of speech (i.e. noun, verb, adverb). Particles do not change.
The infinitive 'to' in 'to fly' is an example of a particle, although it can also act as a preposition, e.g. 'I'm going to Spain next week'.
In the classroom
Many words can be described as particles, e.g. conjunctions such as 'and' and 'but' and interjections such as 'oh' and 'wow'. Particles appear frequently in the teaching of phrasal verbs, which can be grouped for teaching purposes by particle, e.g. 'off', 'on', 'out' etc.