WIMP stands for Windows, Icons, Menus and Pointers (or maybe Windows, Icons, Mouse, Pull-down menus).
WIMP is the style of graphical user interface that uses the above-mentioned common widgets. It was invented at Xerox PARC, popularised by the Apple Macintosh and now available in other varieties such as the Microsoft Windows operating system, the X Window System, OSF/Motif, NeWS and RISC OS.
WIMP is also sometimes said to be a paradigm for human-computer interaction. It can, however, not be said to be an "interaction style" (see this).