Ionic relies on moving an electron from one atom to another to adjust the electrical charge of each atom. The charged atoms now attract each other, using the rule that opposite charges attract. With covalent bonding, the difference is that electrons are shared in such way that the outer electron shells are filled up.
For example, oxygen has 8 electrons in two shells: an inner shell with 2 electrons, and and outer shell with 6 electrons. However, for reasons too complex to go into here, the outer shell has space for two more electrons. Hydrogen has 1 electron in a single shell; that shell has space for 1 more electron before it's full (remember oxygens inner shell also has 2 electrons?).
This means that with H20, the two electrons from the two hydrogen atoms can be shared with the oxygen atom, filling up its outer shell from 6 to 8 electrons. At the same time two of oxygen's 6 six outer electrons can be shared with the hydrogen atoms (1 each) so that each H atom has a filled shell. By sharing electrons in this cosy manner, each atom has its outer shell filled and the whole molecule becomes stable.
BTW, if you haven't already done so, put behind you the old image of an atom being like a solar system. In this age of quantum mechanics, you can't think of an electron as a single point particle. Instead, it spends most of its time "smeared out" over a volume of space, usually completely surrounding the nucleus of an atom.
With a covalent atom, the shared electrons get smeared around both nuclei.
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