A query is generally a question or a demand submitted to someone. In a database, it's the same principle. A query is a request made to the computer in order to access or modify a set of information. There are other languages to make queries, but SQL is the most popular.
If you happen to look up for a game on your tablet or your phone and decide to display all the games in the "Action" category, tell yourself that it was your device who sent a query to the database. It asked it to return all the action games so it could display them to you. When you want to add more criteria to your search, the query is getting more complex.