A cadenza is a solo that’s part of a larger piece of music such as a sonata. It takes great skill to play a cadenza.
Have you ever been to a rock concert and heard the guitarist or drummer do a solo? A cadenza is kind of like that, except it’s part of the classical-music tradition. Cadenzas are for virtuosos: extremely talented, expert players of their instruments. Often, a cadenza comes near the end of a piece, and the cadenza should be an exciting, powerful climax. Like many musical terms, it's on permanent loan from Italian; cadence is the closest word in modern English.