Goat Island

Strictly speaking, there are three parts to Niagara Falls. The American falls are themselves separated into two parts by a second, smaller island, known as Luna Island. The smaller part of the American Falls is known as Bridal Veil Falls, while the name American Falls appears to apply, strictly speaking, to the larger part.

Goat Island actually separates the Canadian Falls (which are also known as the Horseshoe Falls) and Bridal Veil Falls.

So, to clarify: from left to right, it goes American Falls, Luna Island, Bridal Veil Falls, Goat Island, Canadian (or Horseshoe) Falls.

This is if you're looking across the river from the Canadian side of the falls; the falls are coming down the opposite side of the river (which takes a sharp right bend as it enters the falls - turning from flowing roughly West Northwest to roughly North Northeast. This is a sharp left hand bend as we look upstream).

There are (naturally) lots of pictures, and a link to a map, on Wikipedia. These illustrate this far better than I can explain it in words!