PHP is a scripting language which runs on a server.
It allows you to create web pages on the fly, i.e. the pages are NOT stored on the server as the client will eventually see them. This means you can tailor the content of the pages to the desires of the user.
PHP scripts have the added advantage that they should run on any server which has a PHP interpreter.
Also, unlike with Java and JavaScript, the programmer's code is protected because it is NOT sent to the client -- only the HTML generated by the script is sent.
PHP is easy to learn if you have had almost any programming experience. The syntax is very much like C, C++ and Java.
These pages provide basic information about programming in PHP. For a detailed discussion of the PHP language, see the Official Website.