When you focus on an object, a certain area in front of and behind the object is also in focus, depth of field is the size of this area that is in focus.
The depth of field becomes larger when you decrease the size of the aperture and smaller as the aperture is opened up.
The depth of field is smaller at shorter shooting distances even though the size of the aperture remains the same and is larger at longer shooting distances with no aperture change, the only variable being the distance to the subject.
Depth of field is also very dependent on the focal length of the lens.
Shorter lenses have a larger depth of field when compared to the shallower depth of field found in a longer lens, when aperture and subject distance from the lens are equal.
Properly applied, a shallow depth of field can be used to create very interesting images.