A venue is the place where an event or meeting is happening. If you're going to see the best band ever, you should get to the venue early to get a good seat.
Venue is derived from the Latin for "come" (venire), and it's a place people come to. Another meaning of venue is specific to the law as the place where a trial will be held, and the area from which the jury will be selected. If you're on trial for stealing, and you're known around town as "Sticky Fingers Magoo," your lawyer would wisely request a change of venue to give you a better shot at a fair trial.