CAPTCHA is an acronym for Completely Automated Public Turing test to tell Computers and Humans Apart.
It is a type of visual confirmation used in websites to ensure the submission of an entry is not automatically done by a computer/bot.
Basically, CAPTCHA is an image with a text shown on it. The user must type the same characters as the ones on the image to verify s/he is human.
It is often used in forums and contact us pages to prevent entries from spambots.