A Cauchy space is like a game of connect the dots. Imagine a bunch of dots on a page, and you want to connect them with a line. But here's the catch: you can only draw the line a little bit at a time. You draw a tiny bit from one dot to the next dot, and then another tiny bit from that dot to the next dot, and so on.
Now, you might think that if you keep drawing these tiny lines, you'll eventually connect all the dots. But sometimes that doesn't happen. Sometimes you get stuck drawing tiny lines between two dots that are really far apart from each other. Maybe you keep drawing tiny lines between those two dots, but they just keep getting farther and farther apart.
In a Cauchy space, that can't happen. You're always able to connect dots no matter how far apart they are. No matter how far away two dots are from each other, you can always draw enough tiny lines to connect them.
It's kind of like if you were trying to walk across a big park. You might have to take lots of small steps instead of just one big one, but as long as you keep taking those small steps, you'll eventually get to the other side of the park. A Cauchy space is like a park where you can always get to the other side, no matter how far away it is.