Asymmetric cryptography is a branch of cryptography where a secret key can be divided into two parts, a public key and a private key. The public key can be given to anyone, trusted or not, while the private key must be kept secret (just like the key in symmetric cryptography).
Asymmetric cryptography has two primary use cases: authentication and confidentiality. Using asymmetric cryptography, messages can be signed with a private key, and then anyone with the public key is able to verify that the message was created by someone possessing the corresponding private key. This can be combined with a proof of identity system to know what entity (person or group) owns that private key, providing authentication.
Encryption with asymmetric cryptography works in a slightly different way from symmetric encryption. Someone with the public key can encrypt a message, providing confidentiality, and then only the person in possession of the private key is able to decrypt it.
The RSA algorithm is an asymmetric cryptography algorithm; this means that it uses a public key and a private key (i.e., two different, mathematically linked keys). As their names suggest, a public key is shared publicly, while a private key is secret and must not be shared with anyone.