Wikipedia describes Flux as:
In metallurgy, a flux (derived from Latin fluxus meaning “flow”) is a chemical cleaning agent, flowing agent, or purifying agent. Fluxes may have more than one function at a time. They are used in both extractive metallurgy and metal joining.
Flux is an important part of soldering and helps reduce oxidation. Soldering flux for electronics goes by a variety of names such as solder flux, rosin flux or rosin soldering flux. There is also a water soluble flux that you could use, but be sure not to use plumbing flux as that is different.
Solder paste also contains flux. Solder paste is used in making PCBs or printed circuit boards. If you are just staring out, most likely you won’t use solder paste for anything.
Flux generally comes in a paste form. The paste form is either in a container or a syringe tube like Chip Quick SMD291 Tack Flux Syringe.
Flux can also be embedded in your solder.
In the image above you can see how rosin core solder has a hole in the middle. This hole is filled with flux. When soldering, flux cleans the metal surface and helps provide a better bonding of materials. Flux also helps the solder flow onto the metal you are soldering. Lastly, flux helps prevent oxidization by coating the metal.
Flux can also be used when cleaning your soldering tip. Usually using rosin core solder provides enough flux when cleaning the tip. As you can see, flux is an indispensable part of the soldering process.