What is the name of a 3D 3 sided shape?

There is no polyhedron with only three sides - a polyhedron being a 3-D shape with plane sides. Once you remove the restriction of plane sides you get several options, some of which are:

A cylinder or a cylindrical shape with partial spheres at each end (like a medicine capsule).

A segment of a torus (a doughnut with a chunk cut out of it).

A spherical wedge - like a segment of a round cheese (that is, real cheese, not the processed plastic that some people consider cheese).