A wave function is a mathematical description that captures all the possible states a quantum system could be found in, along with the probability of each. It is usually written as the Greek letter psi, and it does not describe where a particle is, it describes the odds of finding it in any given place if you look.
Squaring the wave function gives you a probability distribution. Before a measurement, a particle described by a wave function is not secretly in one location waiting to be discovered, it is genuinely spread across every possibility the function allows.
The moment a measurement happens, the wave function appears to collapse to a single outcome. What actually causes that collapse, and whether it is a real physical process or just an update to our knowledge, is one of the oldest open questions in physics, central to debates about what quantum mechanics really means.