A non sequitur is when you say something that's not related to the topic of conversation. For example, if you're having a conversation with a friend about work and then she suddenly says:

I love cheese.

That's a non sequitur.

People usually try to avoid non sequiturs in conversation, but as an English learner you will probably say some things that don't fit the conversation from time to time. For example, someone might ask:

How're you doing?

But you might misunderstand the question as "What are you doing?" and answer:

I'm drinking a coffee.

Some people also say non sequiturs to be funny. Not everyone agrees that this is a funny type of joke.