hockey player vs athlete

hockey player and athlete both are nouns.

Word	Noun	Adjective	Verb	Adverb
hockey player	Yes	No	No	No
athlete	Yes	No	No	No

As nouns, athlete is a hypernym of hockey player; that is, athlete is a word with a broader meaning than hockey player:

Other hypernyms of hockey player include jock, participant, player.

hockey player (noun)	athlete (noun)
an athlete who plays hockey	a person trained to compete in sports