TDD stands for Test Driven Development it is a development methodology where you write unit tests before you write your actual code.  Wikipedia defines it as:

Test-Driven Development (TDD) is a software development technique consisting of short iterations where new test cases covering the desired improvement or new functionality are written first, then the production code necessary to pass the tests is implemented, and finally the software is refactored to accommodate changes. The availability of tests before actual development ensures rapid feedback after any change. Practitioners emphasize that test-driven development is a method of designing software, not merely a method of testing.

In its simplest form it is a way to develop software that allows your code to be completely tested and testable to limit bugs later on.

I have made several posts on TDD please check them out below. 

General Posts on TDD

TDD (Test Driven Development) for beginners
More on TDD "so much code"

Series on TDD

Part 1: TDD Test Driven Development for Beginners pt1
Part 2: TDD for Beginners pt2 - Pig Latin
Part 3: TDD for Beginners pt3 - The Application
Part 4: TDD for Beginners pt4 - Unit Tests