Pudding has a different connotation in the US versus UK (kind of like, a flat is what happens to a tire in the US and a flat is a place you live in the UK, or a rubber in the UK means eraser and in the US it means condom).
Anyway, pudding in the US means (I think) custard in the UK -- the homemade from scratch version is a thickened, sweet, egg yolk based dish, cooked down and then chilled, has about the consistency of yogurt. The prepackaged version comes in a powder form, you mix it with milk and chill until it sets up