A fuse is a safety device that interrupts electrical circuits during an overload or short circuit. Fuses "blow" which breaks the electrical circuit. After blowing a fuse, it must be replaced – compare with circuit breakers. Make sure to replace the fuse with one that has the same amperage rating. Upgrading to a larger amperage rating may be dangerous in that the circuit might overheat causing a fire hazard.
In home wiring, fuses are usually found in older homes. They will look like round cylinders. Fuses in other applications (e.g. automotive wiring) might come in different shapes and sizes.