Hallucination
Also called: confabulation
In one sentence
Output that is fluent and confident but factually wrong or entirely invented.
In more depth
Not a malfunction but a direct consequence of how the model works: it produces plausible continuations, and plausible text is not always true text. Fabricated citations, invented statistics and near-miss quotations are the classic examples.
The model has no reliable internal signal for its own uncertainty, so asking whether it is sure does not help. Verification against a real source does.