PGP stands for Pretty Good Privacy and it is a public key encryption protocol. It is used for text communications like e-mail. It can encrypt a message so only the intended recipient can view the contents. PGP can also be used to sign a message and verify that it really did come

How PGP Works
Everyone using PGP has their own public and private keys they use to encrypt or sign messages. Only you have a copy of your private key but anyone can have a copy of your public key.
Encryption Scenario example
It works like this. Say you are going to send a new message to a friend. First, you use your friends public key to encrypt the message. Ones the message is encrypted only your friends private key can decrypt it. So you can be assured that nobody else will be able to read the message.
Signing Scenario example
For another example let’s say you need to send out some important information to a large number of people. But you are afraid someone is going to pretend to be you or try to alter the info you send out.
To fix this you can sign your message with your private key. Then everyone who gets your message can verify the message came from you by using your public key.
Because of the magic of cryptography and math, the public key will not be able to verify the message if the contents have changed.
This also proves the message came from you and has not been forged.
PGP is not perfect
PGP is far from perfect. For example, an ease dropper could easily see that you are using PGP and who you are talking to. This may be all a hostel government needs to find a freedom fighter.
There is also no easy way to exchange keys with new contacts and prove that it is really you. The best way I can think of is to exchange keys in person or use some other authority to help with this. But this can be inconvenient and hard depending on how far away you live. Because of this, people also do not change their keys very often. So the chances of someone getting their hands on a key is higher.
There are other downfalls but there is no obvious alternative. But encryption works as Edward
Getting Started Using PGP Encryption
You can head over to https://www.openpgp.org and download the software you need. Then I would suggest looking for some tutorials based on your software and platform. The software will be different depending on if you are using Windows, Mac, Linux, iPhone, or Android.