Moscow is a very big city in Russia, which is a country that's very far away from where we live. A long, long time ago, there was an important city called Rome, and it was the center of a big empire that ruled over a lot of places. But then, the empire started to fall apart, and Rome wasn't as important anymore.
Many years passed, and another city called Constantinople became very important. It was the center of a big empire too, and it was called the Byzantine Empire. People started to call it the "second Rome" because it was so powerful and influential.
Now, fast forward to when Russia was becoming a big and powerful country. The leaders of Russia wanted to show the rest of the world that they were important and had a history as great as Rome and Constantinople. So, they started to say that Moscow was the "third Rome."
They believed that Moscow was the new center of the Christian world and that they had a divine mission to protect and spread Christianity. They even had a saying: "Moscow is the third Rome, and a fourth one there shall never be."
This idea became very important to the Russian people, and they even built a big church called the Cathedral of St. Basil in Moscow to show off their greatness. So, when people talk about Moscow as the "third Rome," they're talking about a time long ago when some people in Russia thought they were just as great as the old empires of Rome and Constantinople.