The rules of thirds says that you should line up the main subject of your photo along one of the off-center grid lines
instead of centering it.
Some cameras have a digital grid you can enable on the viewfinder to see these lines. You can also use this technique by cropping a photo after it is taken to follow this rule.
These are examples of the rule of thirds.

Credit: Heinrich Pniok
This photo is shown on the left as originally taken (not following the rule of thirds), and then on the right cropped to follow the rule.

Credit: Teeks99
Here is more information on the rule of thirds:
- “Rule of Thirds” on Wikipedia
- “Rule of Thirds” from Digital Photography School
- “How to Use Photography’s Rule of Thirds – And When to Break It” from Digital Trends