A capacitor is a component that stores electrical energy in an electric field. Technically it is a temporary storage solution, compared to a battery which is a more permanent solution. In it's basic form, a capacitor is two sheets of conducting material separated by an insulator (also known as a dielectric). It's important that these plates don't touch, hence the insulator.
If you want to understand the way a capacitor works, you need to think about charge. Think about the literal electrons flowing through the wire. When a voltage is put across the capacitor, the electrons flow on to the negative plate. This is why the plates need to be separated by an insulator, because the plates cannot complete the circuit. As electrons are negatively charged, the negative plate becomes much more negative than the other plate. The capacitor becomes polarized, and this big negative charge induces a positive charge onto the other plate.
When the capacitor is then disconnected, the charge is still there, in the form of electrons; and it will stay there until the capacitor is used to power something. This charge can flow out of the capacitor through a load, like a resistor, until the charges on the plate equalize.
Next we are going to look at what capacitance is, and how capacitors are rated.