You already met headings in the introductory tutorial and there is not much more to say.  Browsers treat headings differently to other text.  Normally they make it bold and big (at least for the first few types).  Headings are also treated differently by search engines and screen readers which makes it even more important to use them properly.  Thankfully that is easy:

There are also h5 and h6 elements but you are unlikely to need them.