Regex (or regular expression) is a sequence of characters that define a search pattern.
It can be used to search incoming messages for certain patterns that are unfavourable in your server, for example, Discord invites, Email addresses or some words you don't want to be used.
Unfortunately, if you've never heard of Regex before, you'll have to research on your own, however, if you want to test the Regex out, you have some knowledge, but don't remember everything, you can create regex and test it here:
Regex 101 Website
The example, I will show will delete any messages, that include Discord invites (this regex can be bypassed, feel free to improve it):