Menus serve a very important role for any website's ease of navigation and helping readers find things. A classic website menu is one displayed near the top of the page, listing individual sub-pages that are part of the website. Those very often are pages such as About, and Contact. Under the hood, menus are just simple lists of links that point to different areas within your website.
It just so happens that WordPress handles menus in a very user-friendly way. You can easily create menus featuring links to pages, posts, category archives, and even arbitrary links to any URL. And when you're done configuring the menu itself, you can add it to be displayed in your design/theme.