Shutter speed, aperture, and ISO are the three most fundamental properties of photography, and understanding them inside and out when you first start shooting should be a high priority. This helpful video will tell you everything you need to know about the third property, ISO.
Coming to you from Apalapse, this great video guide will explain ISO to you, both what it is and what to think about when you set it. Adjusting ISO is often referred to as changing the sensitivity of a camera sensor. That's not quite true: you're actually changing the gain applied to the signal from the sensor, but for all photographic intents and purposes, thinking of it as sensitivity is a useful shortcut. And just like shutter speed and aperture, adjusting ISO has both pros and cons, though if I can give one tip regarding a mistake I often see beginners make, particularly when photographing action: it's always better to have a sharp image that used a higher ISO and shutter speed than a blurry image with a lower ISO and shutter speed. You can't fix a picture with motion blur or camera shake in post.
If you really want to dive into the exposure triangle, check out this full guide.