Okay, imagine you are building a tower of blocks. You put one block on top of another, and another, and another until you have a really tall tower.
Now, somebody comes along and asks you, "how do you know your tower is stable and won't fall over?" Well, you might say, "I made sure each block was firmly placed on top of the one below it, and I can see that the tower is standing upright, so I think it's stable."
But then the person asks, "But how do you know THAT?" And you might answer, "Well, I can see that the blocks are lined up in a straight vertical line, so they must be supporting each other correctly."
But then the person asks, "But how do you know THAT?"
This is where Bradley's Regress comes in. It's like a never-ending cycle of questions that don't really have an answer that stops the questioning. You can keep asking "how do you know THAT?" about each answer you give, and eventually you run out of things to say. This is called "regressing" - you keep going back to the same question over and over again without getting a satisfying answer.