A turntable pre-amplifier or "phono stage" as it is known is a device that takes the low signal output from a turntable cartridge and matches it to a level comparable to other hi-fi devices (such as CD players, tuners etc.) This is known as a "line level" signal, allowing it to be connected to an amplifier via a standard line input.
Some amplifiers have a phono stage built in and others do not. Generally speaking the built in stages are bettered by a separate outboard stage. There are also two types of cartridge, MM and MC. Generally MC cartridges have a lower output and are found at the higher end of the price range. Due to their electrical output being very low they require a phono stage with even greater gain so be sure to check your chosen stage has "MC" compatibility if you have a moving coil cartridge.