Dimensions refer to attributes of your data that you use to categorise or segment your reports in order to answer business questions.

For example, 'date' is one of the most commonly used dimensions and would allow you to analyse your performance over time. Similarly, you may categorise your data by country and want to split out your performance by market - to do this you would want a 'Market' dimension. 

A dimension can be selected in the report builder by clicking on "Dimensions" on the left and selecting your desired Dimensions from the list on the right alternatively you can search for your desired Dimension in the text box on top of the list of Dimensions: