Your question is reasonable, but is just like asking 'what is energy?'- there's not a simple and complete answer.
Personally, I think of entropy as "energy unavailable to perform useful work". This allows for additional statistical interpretations like "randomness" or "lack of information".
I think there are many popular science concepts around that only confuse (like "disorder"). Maybe the most logical conclusion is that entropy is nothing more than a measure for the probability for a state. It's highly exponential meaning that a slight increase in entropy makes a big difference for the actual probability.