The aperture is the opening inside of a lens. By varying the size of the opening, we control how much light can pass through the lens. The larger the opening, the more light can pass through the lens onto the sensor. For the majority of users, particularly those shooting without a tripod, aperture can be used to deliver a safe handheld shutter speed.
The larger the number, the smaller the opening. The smaller the opening the more area of the image will be in focus front to back at a given focus point.
The closer the subject is to the focal plane (ie camera sensor) the lesser the total depth of field. So an image shot at f/11 at 3 feet away has much less depth of field than the same subject shot with the same lens at f/11 at 30 feet away.
The smaller the number, the larger the opening. The larger the opening, the shallower the depth of field in the image will be.
See also: Depth of Field De-Mystified