Gas (or petrol, if it helps you understand better) is the fuel for the ETH blockchain.
Ethereum was designed to be a distributed turing-complete computer, and you can't have a public computer without a way to limit actions of participants or else they will exploit it or make the network halt by deploying code that loops forever.
That is how the concept of gas was born.
It is payment for every computation you make on the Ethereum blockchain (your ETH or token transactions are actually computations), so the more complex your calculation/computation is, the more gas you will have to pay. This limits people spamming the network as it would get prohibitively expensive to do so.

You can think of it like transaction fees in bitcoin (even though it is not actually the same thing)
For more information read this article by MyEtherWallet:
https://myetherwallet.github.io/knowledge-base/gas/what-is-gas-ethereum.html