jantrit is on the right track.

Its when you tell a control surface like the rudder to move, and the airplane responds to that control input appropriately, but it also responds on another axis.

For instance you are flying on knife edge and the more you input the rudder to hold level knife edge,,, the worse the plane pulls towards the belly or canopy without you "asking it to,,,, therefore requiring elevator input from you to keep the plane flying in the line that you are trying to hold. So you have pitch response "coupled" with yaw input.

It can happen in all sorts of ways. It can be effected by where you have the cg set at,,, it can also be effected by wing incidence, horizontal stabilizer incidence, engine thrust angle, the trim settings that you are using to make the plane fly level (usually elevator trim as a result of where you have the cg), lateral balance,,,, all these things can cause coupling.. Sometimes is just the general design of the airframe that causes coupling and no matter what you adjust mechanically the plane couples. If that happens then you can use "mixes" that can be programmed into a computer radio to offset these bad design traits.