In short, it is Newton's third law. If you expel mass from, say, a rocket nozzle, the exhaust has a certain momentum. The rocket feels a force that is equal and opposite this.
raw 653, Just book a commercial flight on a jetliner, and get yourself a window seat just behind the wing. This gives you a great view of the nozzles of the jet engines. You can imagine the "thrust" of the exhaust gasses during takeoff, for example. I promise you that you will understand (and feel) what is "thrust".
Google is our friend, and Wiki is, well, an extremely important and valuable encyclopedia that you find using Google. You should become intimate (yes, intimate)with both of them. One caution: sometimes Wiki has mistaken/wrong information: use it with care and verify everything you read there.
This Wiki page has all the formulas for calculating the thrust force: