An orphan page is a page on your site that nothing else links to. It might exist, and even be in your sitemap, but no other page points at it, so a crawler following links never arrives, and it inherits no internal PageRank.
Orphans happen by accident. A page is published and the link to it is dropped in a redesign, or it is only reached through a search box, or it was made for a campaign and never wired into the site. The content can be your best and still be invisible.
There is a softer version worth watching: a page reached only through the nav or footer. It is technically linked, but only by boilerplate that appears on every page, so it gets little contextual weight. For the pages you most want ranked and answered, that is not enough.
Topkay builds your internal link graph from a crawl and flags orphans and pages linked only from nav or footer. The fix is to add contextual links to them from relevant pages that already have weight.