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If $2p$ is circular, why is $2p_x$ not circular and what does $x$ mean?

I was reading about atomic orbitals. From Bohr's model, electron orbitals are considered circular. But as I saw the sub-orbitals like $2p_x$, $3d_{x^2-y^2}$ I noticed something strange. These sub-orbitals aren't circular. How can that be possible if $2p$ and $3d$ are circular? Also why is $3d$ defined like this $(x^2-y^2)$? What does this actually mean?

I don't know how to write mathjax. Also I couldn't decide where to post it.

Theoretical
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