Pelycosaurs (meaning "basin lizards") were the earliest synapsids. They were not dinosaurs or reptiles. They are an informal group which were once called the "mammal-like reptiles". The term is only used informally, if at all, in the modern scientific literature.
These tetrapods appeared during the Pennsylvanian and went extinct at the end of the Permian period. They were the dominant land animals for some 40 million years, and were almost wiped out by the P/Tr extinction event. A few survived until the lower Triassic to form the therapsids. The therapsids led to the mammals.