A choke helps to hold the shot string together, controlling its spread when it leaves the barrel. Older shotguns have a fixed choke while modern shotguns feature a screw-in choke system that allows you to change between different types of chokes, giving the user the advantage of being able to make use of one shotgun with different chokes for different types of game and sport shooting. To change a choke, follow the manufacturer's instructions.
A Shot String is a pattern of what the pellets would look like if you were able to take a picture of the shot on its way to the target. When the pellets leave the barrel, they separate from each other due to the force of air resistance. The more the shot separates, the less effective the pellets are in taking game at longer distances, but all the better for closer shots.
Using a choke will allow you to control how much the pellets are separated at certain distances.