What is a burr?
A burr is a rough spike of metal that protrudes from the edge of the piece as a result of machining.
Burrs are undesirable because they can interfere with measurements, compromise the fit of the workpiece in relation to other pieces, and pose the risk of scraping you. You can remove it by filing it away, using a deburring tool, or with harder metals, using a dremel. Be careful!