A lisp is a manner of speaking so that s and other similar consonants are blurred into more of a th- sound. Most little kids have a bit of a lisp when they first start speaking.
If you speak with a lisp, you can also say that you tend to lisp — and if you lisp in a way that makes it hard for people to understand what you're saying, you can visit a speech therapist who will teach you to speak without a lisp. Sometimes dental work — braces, or a mouth that's numb from having cavities filled — can give you a temporary lisp. Lisp comes from the imitative Old English wlisp.