A locker is a small closet or cabinet with a lock where you can keep your jacket and other possessions for a while. High school students typically have lockers for storing their books (and their smelly gym socks).
You might use a locker at school, when you're visiting a museum and need a place to leave your backpack, or at the gym. In fact, most gyms and swimming pools have "locker rooms," where you can change into your workout clothes and store your regular clothes and shoes, as well as your wallet, phone, and keys, in a locker. Locker has been used since the 14th century — and even earlier, although it originally meant "a lock."