No matter how great your web site or application is, a certain percentage of visitors to it will leave within seconds. That percentage is commonly called a site's bounce rate. Obviously this is not something that is desired since it often represents a missed opportunity to "convert" the visitor- get them to fulfill one of the site's goals.
There are many reasons for bounces- bad design, poor content, slow performance, or simply a mis-click by the user. Whatever the reason, lowering a site's bounce rate is an ongoing task involving analytics, content generation, development, design, and SEO.