A calorie is a unit of measurement for energy. One calorie is formally defined as the amount of energy required to raise one cubic centimeter of water by one degree Centigrade. For purpose of measuring the amount of energy in food, nutritionists most commonly use kilocalories (equal to 1000 calories), and label the measurement either as "kcal" or as "Calories" with a capital "C".
This is what you would find on the labels of food in your grocery store. Different food types contain different levels of energy and as a result varying amounts of calories. Protein and carbohydrates have four calories per gram. One gram of fat has more than twice this amount with nine calories. This is why foods with a high fat content like cheese and fried foods have such a high amount of calories.
IMPORTANT:
1 gram protein = 4 calories
1 gram carbs = 4 calories
1 gram fat = 9 calories
This does not mean that you should steer clear of foods with a high fat content but you should be cautious of foods high in fats and look for foods with healthy fats.
Eating too many calories can lead to the storage of fat or if a weight lifting routine is in place muscle growth. On the other hand eating way below your maintenance level of calories can lead to some devastating effects on your body ranging from poor skin to bone disease.