Hello and welcome to the forums!!!!

A mod is like an expansion pack... It adds new things like provinces, units....
And also it modifies the game to make it more interesting.....

You can get a mod by looking at different topics posted at MTW Modification in the Engineers Guild... You can fin many mods that can improve your style of play... The best mods are XL, BKB Super Mod 2.0 and MedMod. But if you don't like to play with new units, provinces.... you can choose the ZX Mod by Zarax.

Hope this helps,
Cheers!