Typically an artery leads to a capillary bed which has an arteriole on one side and a venule on the other. After going through the venule, blood will enter a vein and return to the right atrium.
The glomerulus is a capillary bed found in the kidney and it's the location of filtration in the kidney. In this case filtration means that fluid and some dissolved substances are filtered out of the bloodstream and enter the system of tubules in the kidney.
An arteriole delivers blood to the glomerulus and the blood leaving it enters yet another arteriole. These are called the afferent and efferent arterioles respectively. This is the only location in the body where a capillary bed has an arteriole on either side. Eventually, blood in the efferent arteriole will enter a capillary system (either the vasa recta or peritubular capillaries).
Compare this situation to the hypophyseal and hepatic portal systems to see why this arrangement is unique. In these systems blood also goes through two sets of capillaries on its route back to the heart, but the types of vessels involved are different from what we observe in the glomerulus.