Convolution is well, uhh.. convoluted. But we can make it easy.
In essence, convoluting two functions means stacking their effects on top of each other.
Without getting much in depth, the convolution is denoted as And the reason we learn this is because the Laplace Transform makes calculating it very easy, the Laplace Transform is applied to the convolution so that the Laplace Transform of the convolution of two functions is the product of the Laplace Transforms of each function.