To penetrate is to force into or pierce through. If the fog is thick as pea soup, your flashlight won’t penetrate it. If you stubbornly ignore good advice, people might say nothing can penetrate that thick skull of yours.
We get penetrate from the Latin word penetrare, which combines penes ("within") and intrare ("to enter"). Penetrate crops up most often to describe entering or permeating. Blaring music penetrated every corner of the dorm and we wondered how anyone could study with that racket. Penetrate can also mean to decipher or understand: "Careful study allowed us to penetrate the mysteries of Pig Latin." Finally — no surprise, given its Latin roots — the word can be used to describe sexual intercourse.