Cohesion refers to the degree in which elements inside a class "belong together". It can be thought of as the "strength" of relationship between the methods and data of a class and some "unifying" purpose that that class serves. Cohesion is usually contrasted with coupling and vice-versa.
Classes with high cohesion are usually preferable to those with lower cohesion. This is because high cohesion classes are usually associated with being more reusable and more maintainable.
You can usually roughly assess cohesion by looking at which methods use which fields and drawing an informal usage graph. If there are distinct "clusters" in the picture, then your class can likely be split safely into two classes with each higher cohesion than the original class.