A genetic marker is, by empirical definition, something that you can unequivocally place on a genetic map. A genetic marker may be an allele of a known gene that confers either a dominant, or a recessive phenotype. Alternatively, a genetic marker could be either a restriction fragment length polymorphism--whose segregation can be detected by either a Southern blot or a PCR experiment, or a single nucleotide polymorphism--whose segregation could be detected by a PCR experiment, or by DNA sequencing.
If two genetic markers segregate independently after a genetic cross the we say that they are unlinked--by which we mean they map to separate chromosomes. If two genetic markers do not segregate independently after a genetic cross (i.e., a mating) then we say they are linked--by which we mean the map to the same chromosome.
Knowing nothing about chromosomes, or DNA, it is still possible, given enough genetic markers, to construct a genetic map for an organism. All of the markers that map as if they are linked to each other are said to form a "linkage group". When there are enough genetic markers to identify all of the linkage groups then the number of different linkage groups will equal the number of chromosomes (this assumes one crossover per chromosome during meiosis).
It is important to remember that chromosomes can only be seen with a microscope, cytologically, typically after fixation, and staining, whereas linkage groups, and genetic maps, do not require, or rely on, chromosomes. A genetic map, made up of different genetic markers, is an abstraction. In some cases a genetic marker can actually be placed on the physical map of a chromosome--for example, in a species with a sequenced genome--this allows us to coordinate the genetic map with the physical map (for that locus).