During the Baroque period (roughly 1600–1750) the word ‘sonata’ was used quite loosely meaning a piece to be 'played’ rather than ‘sung’. 'Sonata' was generally applied to small instrumental works. There was no set form or number of movements.
Bach’s sonatas for unaccompanied violin and cello are an important part of the string player’s repertoire.
Domenico Scarlatti wrote over 500 highly original solo sonatas for harpsichord. They are mostly in one movement binary form.
An example of binary form is shown in the opening of Scarlatti’s Sonata in F minor K.466.
The trio sonata was very popular during the Baroque period (roughly 1600–1750). Many Baroque trio sonatas were written for two violins (or recorders, flute or oboe) plus continuo. Bach, Corelli and Handel all wrote trio sonatas.
The continuo part was played by harpsichord (filling in the harmonies) sometimes with the cello playing the bassline. This meant that there were often four players, not three. The harpsichord is a keyboard instrument where the strings are plucked rather than hammered.
An example is Handel’s Trio Sonata in F major. It contains two treble recorders, the contrapuntal texture and the harpsichord continuo.