I understand that the Middle ages occurred after the fall of the Roman Empire, but I have trouble understanding what were the Medieval or Middle ages? Is the Holy Roman Empire of any significance and was it what is shown to be Medieval times? Or was it some other period?
The short and smarmy answer is that the middle ages are that period of European history that came after antiquity and before modernity. Every medievalist seems to have his own idea of when exactly the period began and ended, but a start date of about 500 AD and an end date of about 1500 AD is a safe range.
The longer answer is that the concept of a middle age or ages was formulated by Italian thinkers in the 14th and 15th centuries. These men admired and emulated the classical civilizations of Greece and Rome and denigrated that which came after. In their view, the period between Rome and their own time was a middle age of ignorance and barbarism sandwiched between the glory of the past and the splendor of the present. Historians don't take this view seriously - in fact, it's a pretty good way to start a riot at a medievalists' convention - but the periodization has stuck around out of convenience.
As far as the Holy Roman Empire goes, yes it was formed during the middle ages, but I'm not sure what else you want to know about it. I'm happy to answer any additional questions you may have to the best of my ability.
In addition to what /u/Rittermeister nicely summed up, you could try to make some more distinction by dividing the 'Middle Ages' (which, as already explained, is an emotional rather than meritorical term) into three distinct periods. Such division was first made in 1442 by Leonardo Bruni, the same person who came with the idea of Classical Antiquity and its rebirth in 15th century interspersed by 'Middle Ages'. So, to expand slightly the response above I'll address the tripartite view on the 'Middle Ages' that touches the subject of 'the real Medieval times'.
First, there are 'Early Middle Ages' that encompass the period immediately following the dissolution of the Western Roman Empire in 476 (not synonymous with the 'fall of Roman Empire' and definitely not with 'fall of Rome') and ending with the emergence of established unified Christian Empire in Europe allowing rapid cultural expansion (coronation of Charlemagne in 800). It is also sometimes known as 'Dark Ages' or 'Migration Period' although the fall of Western Roman Empire was a long process that started more than two centuries earlier, much like the massive migrations that were one of the causes of said fall.
The High Middle Ages are the period of rapid Christianization allowing the cultural expansion of Western world and Eastern Roman Empire, as between 800 and 1024 basically the entire Europe (save for Baltic region, finally christianized in late 14th century) adopted Christianity and either Western or Eastern culture model. This, along with rapidly increasing population, technological advancement and favourable climate change allowed for quick development of European countries what in turn allowed still unified (nominally at least) Western Christianity to launch campaigns against the external
threats.
Late Middle Ages were basically the times of the decline of the unification idea, internal power struggles between Church and Holy Roman Empire that crippled both these institution, resulting in the emergence of strong, independent nation states that define European political landscape until present times and paved the way for religious reformation. One should be wary when speaking about either 'Late Middle Ages' or'Rennaissance' in pan-European context, as the situation in 14th and 15th centuries are extremely varied in different parts of the continent, as Italian Peninsula experiences rebirth of classicism, Low Countries struggle with economical decline, while north-eastern Europe witnesses Christianisation of the last pagans and the end of the Mongol domination over the Muscovy.
Depiction of Middle Ages in most media, especially visual ones, like movies, especially done outside of Europe are hardly consistent with any historical period, although they tend to mimic the visuals of late Middle Ages or 14th-15th century (to wit knights in heavy plate armours, prevalent Gothic architecture) with a social development more typical of High Middle Ages (12th-14th century) or even earlier times (social relations seem to be based predominantly on patrimonial monarchy), usually avoiding themes like advanced banking, religious upheaval (usually in the form of millenarianism), merchant republics or quick urbanisation that are more commonly associated in popular opinion with Renaissance, although they were already common in late Medieval period. It really doesn't help that both Renaissance and Late Middle Ages largely overlap, especially in Southern Europe.