Concentration gradients describe where the high and low concentrations of particles are. In the example below, simple diffusion moves particles from the left to the right and from high concentration to low concentration until there is balance and the particles are equal everywhere. The particles are said to move in the direction of the concentration gradient from high to low.
In biology, concentration gradients often describe 2 sides of a membrane. There could for example be a high concentration of sodium on the outside of a membrane and low concentration on the inside. Particles tend to want to move toward what is called equilibrium meaning equal concentration on both sides.
In some situations, particles can be moved against their concentration gradient. This requires energy and is known as active transport.