This refers to in-game occurrences that inform the player that they are playing correctly. Sometimes this feedback happens in response to a player action. It can also refer to elements in the environment, or specific AI behavior, that give players hints about what they should do next.
For example, places where players can jump over or across an object are often marked with a specific color, or an AI enemy might have a certain sound or movement animation right before a special attack so the player knows how to block or dodge.