You're probably thinking of this:
A capacitor is just a pair of conductors that's being used to store a charge by virtue of a voltage (potential difference) being impressed across the conductors. Everything has capacitance, since being able to change the voltage across conductors implies that charges have to move around, hence there's always some "stored charge" whenever a difference in voltage exists between two conductors. (BTW, it's sometimes useful to assume the "second conductor" is off at infinity; mathematically this works just fine, and leads to typical undergraduate electromagnetics class questions such as, "What's the capacitance of the Earth?" Answer: Not very bloody much -- infinity is a long ways away!)
How well capacitors can store charge is related to things like the area of the conductors, their geometric orientation... and the material between them. Air is about as good as a vacuum at allowing charge build-up between capacitors; other materials can easily be 100 or 1000 times better than this; trying to build such a dielectric while making it last a long time, not change too much over temperature, age, etc. leads to some complex chemical formulations.
---Joel Kolstad