An HTTP entity is the majority of an HTTP request or response, consisting of some of the headers and the body, if present. It seems to be the entire request or response without the request or status line (although only certain header fields are considered part of the entity).
To illustrate; here’s a request:
POST /foo HTTP/1.1 # Not part of the entity.
Content-Type: text/plain # ┬ The entity is from this line down...
Content-Length: 1234 # │
# │
Hello, World! ... # ┘
And a response:
HTTP/1.1 200 OK # Not part of the entity.
Content-Length: 438 # ┬ The entity is from this line down...
Content-Type: text/plain # │
# │
Response body ... # ┘