Adsorption is the sticking of atoms or molecules to a surface (called "adsorbent"). The particles which get stuck on can be from a gas, liquid or a dissolved solid. An example would be the way water sticks to the surface of sand grains on a beach, or to particles of soil.
The exact nature of the force which holds them on varies according to the nature of the surface and the adsorbed molecules. The force may be a weak physical force, or weak chemical bonds, but strong enough to keep the layer of molecules stuck on. Supplying more heat usually breaks the bonds and causes the adsorbed molecules to evaporate. Only "free water" (that is not trapped inside solid particles) can evaporate.