A command is an order that you have to follow, as long as the person who gives it has authority over you. You don't have to comply with your friend's command that you give him all your money.
Command, which can be a noun or a verb, combines the Latin prefix com-, meaning "with," and mandāre, "to charge, enjoin," so to give someone a command is to say something with the authority that charges him to follow it. Your mother might command you to clean your room. Command can also mean a position of power, like having command of a battleship, or possession of a skill, like having a great command of video games.