Cohesion means sticking together. If your group of friends heads to the lunchroom as a team and sits all together, you're demonstrating strong cohesion.
Cohesion is a word that comes to us through physics, where cohesion describes particles that are the same and tend to stick together — water molecules, for example. Outside of physics, cohesion describes unity among parts, and is something to be sought after. A team that has good cohesion is often a team that wins.