Bokeh is a word that means blur. But in an "artistic way", where you play with the light and make shapes with it in its blurry state.
It's pretty fun actually, even if my attempts fail a little ^^' .
Here's what wikipedia says about bokeh.
In photography, bokeh is the blur, or the aesthetic quality of the blur, in out-of-focus areas of an image, or "the way the lens renders out-of-focus points of light".
I admit I'm no expert, and I may not have the right objective to take bokeh pics or anything, but it's still nice. So I'm leaving you with some nice tutorials about bokeh. And then, my own pics (you can find lots of pretty examples if you type bokeh in google, so I won't bother posting here other people's work).
There's also people who make special "lenses" (not really, they're just paper covers) with diferent simple shapes, like a heart or a moon, so the lights in the pic take that shape too.
Here are some tutorials (this one is for photoshop, but is nice too).
Leaving aside the artistic touch bokeh gives, it's a great way to add more depth and impact to a picture.