A pilot hole is a small hole that is drilled into the wood to allow a screw to go in more easily. But there are times, like when a child is helping with a project, that it makes sense to drill pilot holes for nails too. A small pilot hole drilled into the wood makes the hammering go a lot easier.
For the beginning carpenter, if you drill the pilot hole, start the nail for them and then let them finish up, they are much less likely to get frustrated. The nail will go in a lot more easily and probably won't bend.