What is the thing that holds your arrows?

An "arrow holder" is called a "quiver". There are many types of quivers, with the most common being the type which is hung from a belt; others are the bow quiver (attached to the bow), the back quiver (slung on the archer's back, like a knapsack), and the ground quiver (often just a length of stiff wire with a hoop on one end, the other end pushed into the ground).

There are other types of quivers, but those listed in the preceding paragraph are the most common types.