Diegetic sound is a noise which has a source on-screen. They are noises which have not been edited in, for example dialogue between characters or footsteps.
Another term for diegetic sound is actual sound.
Non-diegetic sound is a noise which does not have a source on-screen, they have been added in. For example music, voiceover, sound effects.
Non-diegetic sounds are often used to add drama to moments that would be silent without it.