A plasma is a gas made up of ions and electrons. It is sometimes referred to as the `fourth state of matter' after solids, liquids and gases. Such a gas behaves very differently to the normal, neutral gas in the presence of electric and magnetic fields and so this is why it can be considered a new state of matter.
Virtually all astronomical objects are made up of plasma, and so it is very important for astrophysicists to understand the properties of plasma.