General Purpose Input Output
The GPIO pins allow for broader interaction with the PI that goes beyond the screen. Using wires, you can hook these pins up to hardware such as LED's or a breadboard. On the models we have, there are 26 pins in total. Some have special purposes, so be careful as you plug in.
Please review this documentation and this video to get yourself familiar with the pins.
Unfortunately they are hard to see on the Pi's themselves, so employ a diagram as you first start messing with them. Here is a basic one: