A keyword is the word or phrase a page is built to be found for, the bridge between what someone types into a search box and the content that actually answers it. Every page targets at least one, whether or not anyone explicitly wrote it down as a strategy: search engines have to match a query to something, and keywords are what they're matching against.
Keywords come in different shapes with different purposes: short-tail terms ("SEO") that carry huge volume but vague intent and brutal competition, and long-tail terms ("how to fix a 404 error on WordPress") that carry far less individual volume but much clearer intent and an easier path to actually ranking. Used naturally in original, high-quality content, keywords help search engines associate a page with the right topics without any extra effort. Used manipulatively, repeated past what the writing naturally calls for, worked into places a reader would never see, they trigger the opposite outcome, since search algorithms have gotten better at detecting that kind of misuse with every update.
