The information about a particular person that is on the internet because of that person's actions.
This is all the stuff you leave behind while surfing the web.
Examples being comments you leave on social media, calls, emails, and information like a picture you put on your profile is all your digital footprint which people can see or track.
When you see a website tell you they use cookies we generally put it off as we don't know what it means and it has a good name to it.
Cookies are small files from websites stored on your computer which track your actions. Actions being your login info, interest, poltical beliefs, religon, and where you live which advertisements will use for ads to try and get you to watch or buy something.
The digital world is about as big as the physical one which is why it is important to create a lasting impression for any future employers who might go through your trails. Employers might find the content posted impressive but little activity will put you at a disadvantage to those who have built up their own footprint.
Though having a bad footprint can be a negative in the job market almost like a criminal record as the internet is your expression so don't fill it with drugs, offensive material, violent imagery and any other thing considered distasteful.