PNR number means Passenger Name Record number. PNR Status of Indian Railways is the Booking Status of your Train tickets.
Whether the ticket is booked online or through Railway Counter, there is a unique 10 digit number called PNR number in it.
Generally PNR Number is in of top-left corner of the ticket. More info is available about this in Indian Railways FAQ.
Through PNR all information related to Ticket Booking status, Current Status, Coach number, Train Number, List of Passenger etc is available. To get all your PNR Details and Current PNR Status, You just type in your PNR number in text box above and Hit "Submit" button.