All too often, people generalize the term "lager" as meaning any light bodied, low hopped, golden or yellow beer.
Beer can be categorized into 2 primary types, as this site says: ales and lagers. To be more specific, the only thing that makes a lager a lager, is the type of yeast used in the fermentation process.
A Pilsener is a type of lager that originated in the town of Plzen, in the Czech Republic. It's characterized by a light, straw color and Saaz hops. A true Pilsener is a lot hoppier than what most Americans think of as a Pilsener (like MGD). For a true Pilsener, try Pilsener Urquell (if you can find a batch that isn't skunked from overexposure to light).
In contrast, another type of lager is called the Doppelbock. It's a dark, very malty beer with a higher alcohol content (because there is more malt for the yeast to feed on, thus creating more alcohol).
Yet another type of lager is the Oktoberfest, or Marzen. It has more of a reddish/caramel color, has malty sweetness and typically has a fruitier aroma and flavor. A very interesting and tasty lager.