It is really simple. When you have some computation, like adding 3 to 5, in your program, then creating a thunk of it means not to calculate it directly, but instead create a function with zero arguments that will calculate it when the actual value is needed.
(let ((foo (+ 3 5))) ; the calculation is performed directly, foo is 8
;; some other things
(display foo)) ; foo is evaluated to 8 and printed
(let ((foo (lambda () (+ 3 5)))) ; the calculation is delayed, foo is a
; function that will perform it when needed
;; some other things
(display (foo))) ; foo is evaluated as a function, returns 8 which is printed
In the second case, foo would be called a thunk.
Lazy languages blur the line between binding a variable to a value and creating a function to return that value, so that writing something like the first form above is actually treated like the second, under the hood.