The interval within which the true value can be expected to lie, with a given level of confidence or probability, e.g. "the temperature is 20°C ± 2°C, at a level of confidence of 95%."
The symbol ± is called "plus or minus", and in the example above means "plus or minus 2°C" - i.e. the temperature is most likely to be between 18°C and 22°C.
The "level of confidence" expresses how certain the scientists are of their claim that the temperature is in the range 18—22°C.
At GCSE we rarely need to worry about "confidence".