Quantum entanglement means two particles are inextricably linked and replicate each other's every move - even if they are far apart. If this doesn't make much sense, rest assured you are not alone. Even Albert Einstein described quantum entanglement as "spooky action at distance".

What do you mean by entangled particles?

An entangled system is defined to be one whose quantum state cannot be factored as a product of states of its local constituents; that is to say, they are not individual particles but are an inseparable whole. ... As an example of entanglement: a subatomic particle decays into an entangled pair of other particles.

Are all particles entangled?

Thus, for any compound system, almost all states are entangled, as the non-entangled ones are vanishly small (measure zero) subset of all possible states. For example, any time you measure a particle with apparatus, after measurement the apparatus indicates something about the measured system.