To explain it simply, gauge is how tightly or loosely you knit. At the moment this doesn't effect you much since you are just practicing, but in patterns this is pretty key.
If you're knitting a sweater and you actually want it to fit, you have to follow the pattern writer's gauge. This is how tightly or loosely they knit. If you match their gauge, you should be able to knit the sweater in the correct size.
To test gauge, you usually knit a swatch of the yarn you plan to use and the needles recommended in the pattern. After knitting (and washing!) the swatch, you measure it to see if it matches the gauge in the pattern. If it does, you're set! If not you have to go up or down a needle size and try again.
Some people say they always get gauge, so they just knit away. Unfortunately this cannot be true, since all patterns are written by different people who have different gauges.
Since you're just starting out, you're probably going to start with some simple projects, like a scarf or dishcloth. These are great projects for beginners and you won't even have to worry about gauge.