A wave is some sort of physical disturbance that carries energy from one place to another without carrying matter. In this animation a hand moves a slinky up and down to illustrate a transverse wave, a type of wave where the disturbance is at right angles to the direction the wave travels.
Another example is: When fans “do the wave” at a stadium, the disturbance is the motion of the fans rising from their seats, standing, and then returning to their seats. The motion of the fans is up and down, while the disturbance travels around the stadium.
Learn more at Animations for Physics and Astronomy.