There are many different kinds of polyhedra, in many varieties. However, there only five Platonic solids (that is, ones whose vertices all have the same number of faces meeting at them, and whose faces are all non-intersecting copies of the same regular polygon (one whose edges all have the same length and whose angles are all equal)).
To start with, let’s note that the same regular polygon can be used to make more than one regular polyhedron. For example, a tetrahedron and an octahedron both have triangular faces. So simply specifying a polygon isn’t enough to say how you intend to turn it into a polyhedron. (It doesn’t tell you how many faces meet at each vertex.)
If you try joining regular hexagons along their edges, you’ll find you won’t be able to wrap them into a closed surface. You’ll only be able to tessellate a flat plane (with three hexagons around each vertex).
And with more than six sides, you won’t even be able to do that: you won’t be able to get any three faces to meet at a vertex at all.
Why is that? Well, consider: as you walk all the way around a polygon, you turn by 360 degrees (a full revolution). So at each vertex in a regular n-gon, the direction you are facing turns by 360/n degrees. This means the interior angle is 180 - 360/n degrees (i.e., 1/2 - 1/n full revolutions).
This gets larger as n gets larger. When n hits 6, this becomes 120 degrees (1/3 of a full revolution).
At every vertex of a polyhedron, at least three faces touch. The total angle around that point will be 360 degrees if they touch in a flat plane, and less than 360 degrees if it’s bent into a corner [for example, in a cube, at each corner, there are three faces with 90 degree interior angles meeting, for a total of 270 degrees].
Thus, the angle at each corner must be less than 120 degrees (1/3 of a full revolution).
So for n > 6, we can’t bring three faces to match at a point; for n = 6, we can tessellate a plane but not bend into a polyhedron. For a polyhedron, we need n < 6.
This means we can only use triangles, squares, or pentagons. With triangles, the interior angle is 60 degrees, and you could use anywhere from 3 to 5 faces meeting at a point before you hit the 360 degree limit. With squares, the interior angle is 90 degrees, and you can only use 3 faces meeting at a point before you hit the limit of 360 degrees. Finally, with pentagons, the interior angle is 108 degrees, and you can only use 3 faces meeting at a point.
So those are the five possibilities.