“Garam” means hot and “Masala” in this context means a blend of spices. Contrary to the direct meaning, the spice blend itself is not generally hot. It has black pepper but no red chile. It can however feel hot once you eat some. The spices together will warm you up from the inside.
You will often see whole cloves, cinnamon sticks, and cardamom pods because those are some of the key ingredients in India's hallmark spice blend 'garam masala' used in a great variety of dishes. You can use 'whole garam masala' and 'ground garam masala' — it depends on the recipe.