Cornelius was a Roman centurion of "the Italian band" stationed at Caesarea whose household, according to Acts 10, became the first Gentiles to receive the Holy Ghost and be baptized under Peter's ministry.
Acts 10:1-2 in the King James Version reads:
1 There was a certain man in Caesarea called Cornelius, a centurion of the band called the Italian band, 2 A devout man, and one that feared God with all his house, which gave much alms to the people, and prayed to God alway.
These verses open the account of Cornelius in Acts 10. Read it in context at Acts 10:1-2, or the full chapter at Acts 10. Encyclopedia entry: en.wikipedia.org/wiki/Cornelius_the_Centurion.