The "big bang", or "big bang theory", is a theory which seeks to explain the current state of the universe.
According to the big bang theory, the universe arose, for unknown reasons, from a tiny, exceptionally-dense and exceptionally-hot seed of "something" about 13.5 billion years ago.
This "seed" has been expanding in all directions, and cooling down, ever since, forming both space-time and all the matter and energy within it (heat, light, stars, planets etc).
Evidence that appears to support the theory includes the fact that distant galaxies measure further away from us on Earth, and from each other, now, than in the past.
Of course, the big bang does not explain what gave rise to the initial "seed", or why, and scientists are still working on investigations to help gain more information and evidence, such as those involving particle accelerators such as the Large Hadron Collider.