You can search on Wikipedia for a more thorough answer - I can give you a short explanation, which is that the Doppler effect is the change (increase/decrease) of wavelenght for a moving object in relation to the position of the subject/observer (i.e. you).
The most used example to explain this is a moving car going past you. As the car is far away and drivers towards you, the pitch of the engine's sound increases every second as it comes closer (because the wavelenght of each successive sound wave is smaller). Once the car passes you, the wavelenght will start to increase and thus the pitch will get lower and eventually become the same as when you saw the car when it was far away.
I hope you understand?