mRNA stands for messenger RNA. Essentially, once the strand of DNA is unwound and flattened, it is separated into its two strands. Then the bases on each DNA strand are read in groups of three. These are called triplets. For each triplet, mRNA will be formed with bases complementary to the ones on the DNA strand (note that thymine will be replaced my uracil at this point). These bases on mRNA are now called codons. Then, the mRNA will leave the nucleus to the cytoplasm to attach to a ribosome. This whole process is known as transcription. So, mRNA is important becuase it allows the genetic information to be used to make proteins as the DNA molecule is too large to move out of the nucleus.
The mRNA codons will then be read to the ribosome (so essentially they have delivered the message) so that then the ribosomes can fit together the amino acids (building blocks of proteins) together to make a protein chain.