A marketing funnel is essentially a path for how users could interact with your marketing content as they move closer to becoming a customer with your business.
For example: 
A business might be found through a search engine by a potential customer. 
The customer lands on their website and reads a blog post on the topic they searched for.
They then download a related free PDF resource. 
This means giving up their email address to get the resource and join the mailing list. 
This drops them into an automated welcome series of emails
After the first three emails, they eventually make their first purchase.

The stages of a marketing funnel
Awareness: getting to know you. Think about meeting a new person.
Consideration: let me think about that. Think about asking them out on a date.
Conversion: count me in. Think about a marriage proposal.
Loyalty: I really like you. Think about staying married.

Tips for getting started.
List out all of your marketing efforts. Label which stage they fit into
Map out the connections between platforms.
Eliminate anything that isn't driving business growth.
Begin tracking how people move through these stages.
Optimize places where bottlenecks occur.

Resources
What is a Marketing Funnel and Why Do You Need One?

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