Okay kiddo, so imagine that long time ago, there was a place called the Ottoman Empire. This was a big area of land that was ruled by one big leader, or sultan. This land was divided into smaller areas called vilayets, which were like states or provinces. Hejaz was one of these vilayets.
Now, Hejaz was a really special place because it was where a very important city called Mecca was located. Mecca is a very holy place for Muslims all over the world because the prophet Mohammed was born there and it is where one of the most important Muslim religious pilgrimage called Hajj happens every year.
So, when the Ottoman Empire controlled Hejaz, it meant that they were responsible for protecting the holy city of Mecca and making sure that Muslims who wanted to go on Hajj could do so safely. This was a big responsibility, and it had a lot of importance to the people who lived there and the Muslims who visited.
However, things changed over time and the Ottoman Empire eventually collapsed, which meant that Hejaz became a part of a new country called Saudi Arabia. But the memories of the Hejaz Vilayet and the importance it had in protecting the holy city of Mecca still remain today.