do you mean a linear functional? if you mean a linear functional, it is a mapping f from a vector space to its field such that
f(au+bv) = af(u) + bf(v).
the set of all linear functionals form a vector space called the dual space of V and has the same dimension of V. it's basis is called the dual basis.
if you mean some other kind of functional, then it is a function of a function. for example, in the "calculus of variations" the functional represents a function of a function and we want to find what form the second function must be so that the first function is a minimum or maximum. this function must satisfy the euler-lagrange equation
-d/dx(dy/df') + dy/df = 0,
which is a differential equation, so that the answer is the function we seek. (notice that y is a function of f, which itself is function of x, so y is a function of a function--a functional)
for example, the brachistochrone, problem: find the curve that minimizes the time spent for a particle to slide down the curve, the functional is the time which you want to minimize. it is a function of the curve (which is a function), you seek to find the curve so that the functional (the time) is minimum.
my daddy told me about the brachistochrone problem and the tautochrone problem last year. this is what i remember from him.
of the three types of analysis: real analysis, complex analysis, and functional analysis, I've been told that functional analysis is the most difficult. i'll dig into that textbook from my dad's library soon...