A finite potential well is like a sandbox with walls around it, but you can't just jump over the walls because they're really high. Inside the sandbox, the sand is the potential energy, which is like the energy that's stored in a battery. But in the sandbox, the sand moves around a lot because it wants to be free and spread out.
Now imagine that there's a toy car inside the sandbox that's moving around, and it's trying to get out of the sandbox. But because the walls are too high, it can't get out. However, there's a chance that the car can make it out if it has enough energy. This energy is called kinetic energy, which is the energy that something has when it's moving.
In a finite potential well, there's a chance that tiny particles, like electrons, can get out of the well even though the walls around the well are too high. This is because the electron has enough kinetic energy to overcome the height of the potential energy in the well.
Think of a ball rolling up a hill. If the ball has enough energy, it can roll over the top of the hill and down the other side. That's what happens with electrons in a finite potential well. They build up energy and then escape over the "hill" of potential energy.
This concept is important in quantum mechanics, which is the study of the tiniest particles in the universe. Scientists use the idea of a finite potential well to understand how particles move and interact with each other.