Idioms

Idiom is phrase or a fixed expression that has a figurative or a literal meaning. There are thousands of idioms, and they occur frequently in all languages.

Idiom also refers to a dialect or jargon of a group of people, either in a certain region or a group with common interests, like in science, music, art, or business. Because of idioms, learning language can be complicated. After you conjugate verbs, and know a lot of words, you may still have difficulty speaking the language with native users.

In other words idioms do not mean exactly what the words say. They have however, hidden meaning.
Idioms can mean something different from what the words mean and it is difficult for someone not very good at speaking the language use them properly. Some idioms are only used by some groups of people or at certain times.

Example: 

Jump the gun - would mean to be doing something early

Sick as a dog - means you are very ill

Deliver the goods - means do what is excepted or promised

Get ducks in a row - means getting your things well organized

Elvis has left the building - means the show has come to an end

Kill  two birds with one stone - means to accomplish two things at the same time