Difference between catenation and allotropy
Catenation refers to the ability of an element to form long chains. The most notable example is carbon (catenation of carbon is what gives rise to the entire field of organic chemistry).

Allotropy is an entirely different concept; it refers to the natural existence of an element in different forms, i.e. bonded differently. For example, solid carbon exists in the forms of diamond and graphite (and more).

In a sense, the two are related because the ability of an element to catenate often leads to the formation of many different allotropes, since the chains can be linked in different ways. Apart from carbon, another example of an element that can catenate well and forms multiple allotropes would be phosphorus. On the other hand, nitrogen and oxygen prefer to form triple and double bonds respectively, instead of single bonds; this means that catenation is unlikely and that is why these elements have few allotropes (nitrogen exists as diatomic $\ce{N2}$, oxygen as diatomic $\ce{O2}$ and ozone).