Agile is an approach to software development that seeks the continuous delivery of working software created in rapid iterations.
However, the phrase "agile methodology" is misleading because it implies that agile is a singular approach to software development. Agile is not a set of prescriptions for exactly which actions to take in software development. Instead, it is a way of thinking about collaboration and workflows and it is a set of values which guide our choices in regards to what we make and how we make it.
In practical terms, agile software development methodologies are all about delivering small pieces of working software quickly to improve customer satisfaction. These methodologies use adaptive approaches and teamwork to focus on continuous improvement. Usually, agile software development consists of small, self-organizing teams of software developers and business representatives regularly meeting in-person throughout the software development life cycle. Agile favors a lightweight approach to software documentation and embraces—rather than resists—changes at any stage of the life cycle.
To learn more, the best place to start is https://www.redhat.com/en/topics/devops/what-is-agile-methodology