A mechanical wave requires a medium. Sound waves, waves in a Slinky, and pressure waves are all examples of this phenomenon. Sound waves need a physical medium in order to exist; the Slinky waves need the Slinky, and the waves in the ocean need the water. Like all waves, they have a frequency, period, wavelength and amplitude.
Mechanical waves are a local oscillation of material. Only the energy propagates; the oscillating material does not move far from its initial equilibrium position; the wave travels by jumping from one particle of the medium to another. Therefore, mechanical waves transport energy and not material.