Behavior refers to how you conduct yourself. Generally, it’s wise to engage in good behavior, even if you're really bored.
The noun behavior is a spin-off of the verb behave. Get rid of the be in behave and you're left with have, which makes sense: you could say that to behave is to "have" or "own" yourself — to control yourself. There's also a broader definition of behavior, which is basically anything any living thing does in any situation. Brushing your teeth? Behavior. Scratching your nose? Behavior. Eating a large antelope because you are a lion and you're hungry? Also behavior.