"Grandmaster" (GM) is an official FIDE title; "super grandmaster" is not, and is an informal term. It is often used to denote players with FIDE ratings of 2700+ (with this definition, you can view a list of super grandmasters at 2700chess.com), but this is not a hard-and-fast rule. The term seems to have arisen because there are now over two thousand grandmasters worldwide, and many people have a desire to distinguish the "best of the best" from "mere" grandmasters.
For women, there is a separate woman grandmaster (WGM) title available, with different requirements. Generally speaking, it is easier (for a woman) to attain a WGM title than a GM title.
Interestingly, in backgammon, the (relatively recently formed) Backgammon Masters Awarding Body (BMAB) does have an official "super grandmaster" title. When the BMAB was initially formed, "Grandmaster 1" was the highest possible title, but as more and more players achieved that title, they decided to add more titles at the upper end.