It's when a hen decides she wants to sit on a clutch of eggs and/or raise chicks. A hen doesn't really need eggs in a nest to go broody though, I've had several start sitting on nothing but shavings. She'll stay in the nest box (or whatever spot she's chosen) all night and most of the day. Most hens will come off the nest once a day or so to eat/drink and leave the biggest nastiest smelling poo you've ever seen from a chicken. They also tend to be all puffed up and have lots of 'tude. Some broody hens are pretty placid (My BA is a sweetie) but others might growl at you and give you the stink eye or even peck and bite if you try to handle them or remove eggs.