Okay so imagine you have some oats, which are kind of like tiny seeds that you can eat. And let's say you mix those oats with some ground up meat, like pork or beef.
Now, imagine you take that mixture and you stuff it into a casing, which is kind of like a long tube made out of animal intestine (don't worry, we don't eat that part). So you put the oat and meat mixture into the casing and tie it off at each end so it doesn't fall out.
Then, you cook that casing filled with the oat and meat mixture, and when it's finished cooking, you have something called a groat sausage! It's a sausage because it's in a casing, and it's a groat sausage because it has oats in it.
So basically, groat sausage is just a fancy name for a sausage that has some oats mixed into the meat. Yum!