Diffie–Hellman key exchange is a way of sharing secret information between two different people so that no one else can read it. Imagine you have a friend living far away, and you want to send a secret message to them. You could use Diffie–Hellman key exchange to make sure that no one else would be able to read it.
First, you would each choose a number and share it with the other person. Then, you would use some math to combine your numbers together in a way that would create a secret code. You would then share this secret code with your friend. Both of you now have a secret code that only you and your friend know, and no one else.
Now when you want to send a secret message, you can use your secret code to send it to your friend. No one else can read it, because only you and your friend know the secret code.
It's a bit like having a secret language that only you and your friend speak!