Damn is a common, somewhat naughty exclamation. In one sense it means to condemn or send someone to hell, as in "God damn it!" Other times it means "a little amount," as in "I don't give a damn about baseball."
People can give a damn, damn others to hell, and complain about the damn weather. Some religious people believe their sins could damn them to an eternity of torment and hellfire. You should be careful when peppering your speech with damn, as it might offend some ears. But sometimes damn can be used positively, as in "They make the best damn pizza in town!"