Userboxes are small rectangles that you can put on your user page to express yourself.
There are various generic userboxes but you can also add new ones yourself.
When creating new userboxes, you can put these in one of two places. Generic ones than likely apply to anyone should be created as a page called Userbox/Boxname, where Boxname is the name of the userbox.
More personal userboxes that likely only apply to yourself, should be created under User:Yourname/Boxname, where User:Yourname is your own userpage and Boxname is the name of the userbox.
Here is a list of userboxes: Category:Userboxes