Your web browser caches web sites that you've previously visited, retaining some information about them.
Your browser stores this as it makes it marginally faster to return to pages you've visited previously - for example, autofilling the address in the web bar. This is a list of all the pages you've visited on the web. Every time you access a web page through your web browser, the browser stores or 'caches' it. Periodically clearing out your browser's cache will help it to function more efficiently.