You can read a short summary about what a CTF is here (https://ctftime.org/ctf-wtf/), but the best thing to do is to go out and start playing CTFs. https://ctftime.org/ is a great site that lists all upcoming CTFs. Note that a lot of these CTFs are meant for industry professionals, so don't feel discouraged if you find the problems tough. There are also some high school level and college level CTFs you can participate it.