A cliffhanger is a plot element left unresolved, designed to leave the viewers eagerly anticipating the resolution. They are typical of serialized programs.
For example, a character may go through great effort to open a safe, and when it's finally opened, the viewers don't see the contents, only the character's (usually surprised) reaction to seeing the contents. Cliffhangers can happen going into commercial breaks, at the ends of episodes, and at the ends of seasons. They are then resolved after the break, at the beginning of the next episode, or in the following season premiere, respectively. Cliffhangers, even if very small, are extremely common with all types of shows in season finales, because unresolved plotlines makes marketing the next season easier.