This is my favourite video to show people if they don't understand or are new to the concept of clicker training. In short, clicker training is the use of a conditioned reinforcer to shape desired behaviour. A "conditioned reinforcer" is something that the animals find motivating (such as a toy or food) paired (by association) with some sort of signal, in this case clicker trainers use a little tool that gives off a clear "click" sound when a button is pressed.
The learning principals can be applied to any animal (see the TAGteach video at the bottom - more about TAgteach: http://www.tagteach.com/).
Clicker training is a great way of training! Not convinced? Well then, tell me a better way to train a cat or even a chicken?! (That's how I got convinced):
Cats (also great intro-to-clicker-training video):
Chickens (great intro to the mechanics of clicker training):
Chicken agility: