Entity or alien entity was a general term used to describe an individual or thing with different, unique, or interesting qualities.
The term's meaning varied tentatively by user – where it usually meant the opposite of what the speaker identified themselves as – for example, a corporeal humanoid typically identified any non-corporeal or non-humanoid species as an entity. (TOS: "Day of the Dove", etc.)
Q referred himself as an entity, and those that were not Q as non-entities. (TNG: "Hide and Q", "Q Who") This was further acknowledged during the USS Enterprise's second encounter with Q, when Data referred to him as "the "Q" Entity". (TNG: "Hide and Q") Several years later Benjamin Sisko attended a Starfleet briefing on Q, and recalled two years later that Q was "a powerful and extremely unpredictable entity." (DS9: "Q-Less")
Contrarily, in late 2369 Vedek Winn Adami took exception to Keiko O'Brien's use of the term "entities" to describe the aliens who constructed the Bajoran wormhole to her mostly Bajoran classroom of students. Upon hearing Mrs. O'Brien's lesson, Vedek Winn interrupted, and inquired, "by entities, do you not mean the Prophets?" Mrs. O'Brien's concurred, clarifying, "on Bajor the entities are worshipped as prophets." When Winn pressed the issue of O'Brien's scientific approach, versus the religious approach, the Vedek described it as "opening the children's minds to blasphemy." (DS9: "In the Hands of the Prophets")