In another post about aperture priority, I talked about depth of field as being the amount of the photo that is in focus for a given aperture setting.
The following two images demonstrate this. The first uses an aperture of f2.8 which is a very wide aperture meaning the hole that light can pass through is large. This gives a narrow depth of field with only a small area of the image in focus.
The next image shows the other extreme, a very small aperture, f22. This has much more of the image in focus, but requires a longer shutter speed.
Try the different aperture settings on your camera and learn how changing the aperture will effect the image.