Agenda-setting theory is like when your mom makes a list of things you need to do for the day. It means that somebody (like a news channel or a newspaper) is deciding what you should pay attention to by telling you what's important.
So imagine your mom says you need to clean your room, feed the dog, and do your homework. You might not have thought those things were important, but now that they're on the list, they are on your mind and you're going to do them because you know they matter.
The news works the same way. They decide what's important and then they tell people about it. This makes people pay attention to certain issues or topics and makes them feel like those things are important. It's like making a big deal out of something to get everyone to pay attention to it.