For starters, the cable that goes directly from the guitar to the first pedal is usually referred to as the lead cable or the guitar cable. Cables between the pedals are called patch cables. They are both instrument cables and they share many aspects.
The main difference between them can be found in the jack plug terminations, and the diameters used for these cables. This is because the usual jack plug found on lead cables are awkward to use on a pedalboard, where space is important. As a result, right-angled jack plugs are used instead.
Patch cables also need to be more flexible to better fit on the pedalboard, and because they are shorter, they can afford to be thinner, as this won’t negatively affect the quality of the sound on such a short distance. A patch model is a cheap guitar cable because it doesn’t need to be too complicated.