Blocking is wetting/steaming/stretching it to get to the finished size. It evens out the pattern, too. Not all fabrics need to be blocked. If it's acrylic, I wouldn't bother. Wool can be blocked, lace should be blocked to get the pattern looking the way it should. I block my wool sweaters to get them to the proper size, but I don't block the kids' sweaters that are made with a blend.
Lay the scarf out. If the sides look wavy or uneven, then wet it and stretch it out on a flat surface and shape it to the size you want. It's just like when you wash a store bought sweater that says to lay flat and shape to dry.