When you make a selection, look up in the toolbar.. there's a box there that says "feather".
It's basically making your selection "gradual" by the amount specified, so you don't get a hard line of where your selection is, and where it isn't. It's like it's fading them into each other.
Like a colour gradient from black to white for example.. you can have black, and then white, but if you have a "feather" of say 20px, then you'll have black, then over the next 20 pixels you'll get varying shades of grey until you get to white.
Hope that example helped to make it clear?
