Firewalls monitor incoming and outgoing online internet traffic on your computer. They examine incoming and outgoing data, acting like a filter to strain out the unwanted data and connections from the wanted data and connections. There are many excellent firewalls available for downloading off the internet for little or no charge. You can test your firewall and find more information on internet security here.
A Firewall works similar to a door. It lets good things in and keeps the bad things out.
Good firewalls will actively block any malicious incoming traffic while still allowing you to use the internet.
Most firewalls will also prevent your computer from connecting to unwanted servers and from sending personal data to other computers or internet sites.