A "gradient" can be thought of as a hill. When something moves "down" a concentration gradient, it can be thought of as moving from an area of high concentration to an area of low concentration. Whan a substance moves "up" a concentration gradient, it's the opposite. Diffusion causes things to move down a gradient; in active transport, things move up a gradient (it takes energy).
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It's the difference between levels of concentrations. The term is usually used when discussing diffusion.