Being a hostage means that someone has taken you and won't let you leave until they get what they want.
Imagine someone takes your favorite toy and says they won't give it back until you give them all of your candy. That's kind of like being a hostage, except instead of a toy, it's a person.
Sometimes bad people take other people hostage for money or power or to make something happen. That is very wrong and it is important to always tell a trusted adult if you or someone you know is being held hostage.