What does Newton's First Law mean?

Newton's First Law states that an object will continue moving at the same velocity in the same direction unless a resultant force acts upon it. This applies to stationary objects too - if an object is still and no resultant force is exerted on it, it will remain still. A resultant force is the force left over when all the forces and their directions are taken into account, e.g. on a ball moving through air, there is a drag force and gravitational force acting on it - the ball continues to move down because the gravitational force is greater than the drag force. This tendency of objects to stay in their steady state is called inertia.