What is each step in a food chain or food web called?

Each step in a food chain or web is called a trophic level. It refers to the mode of nutrition at that level.

For example, a producer or autotroph is an organism capable of converting simple inorganic compounds into organic compounds like glucose that can be used by other organisms as food. Green plants and algae occupy the producer level because they can use the energy of the sun, plus carbon dioxide and water, to produce glucose and oxygen.

The next trophic level is primary consumer or herbivore. These are organisms that gain food energy by eating the producers. An example is a caterpillar consuming leaves or a rabbit feeding on crops.

The next trophic level is the secondary consumer. This organism gains its food energy by eating the primary consumer. Since it consumes flesh it is considered a carnivore. An example is a bird that eats the caterpillar or a fox that eats the rabbit.

There can be higher level consumers but ultimately, the dead organisms and the organic wastes from living organisms are broken down by decomposers--important members of the food chain. They return and recycle nutrients back to the environment again and include fungi and bacteria.

I have included a link which has a nice diagram of a food pyramid indicating trophic levels.