It’s how loud you want to play a note, a certain group of notes or a passage. Dynamic markings are part of the music notation. Directions are usually given by the composer. However, there are some general rules we usually follow to add our own dynamics to a composition. But that’s from the scope of the performer. The important piece of info is that dynamics should not be confused with volume. If you make a violinist play a note really silently and digitally increase the volume of the produced sound, the digitally altered sound will not be the same when compared to the loud sound produced by the violin directly.

So, the dynamics increasing in loudness are:
Pianississimo (ppp)
Pianissimo (pp)
Piano (p)
Mezzo-piano (mp)
Mezzo-forte (mf)
Forte (f)
Fortissimo (ff)
Fortississimo (fff)

All terms above are words in Italian. “Piano” means “soft”, “forte” means “loud/strong”, “mezzo” means “middle/halfway” and all the “-issimo” are “more/very”. So, Fortississimo means “very very loud”.
Don’t miss crescendo and decrescendo for more crazy learning action.