This picture show what differential is for a function f(x)

http://www.bymath.com/studyguide/ana/sec/ana4a.gif
Basically, it is the change in the linear approximation for a function for a change in x, dx.

dy/dx = f '(x) -> differential dy = f '(x) dx

When dx is small dy is a good approximation for f(x + dx) - f(x);