Mirror sites hold copies of things available on other sites. If you want to download a file/ Distro, data of some kind, its usually easier, quicker and more reliable to download it from a mirror site close to your location. A site in the US when you live in the US, A European site when you live somewhere in Europe, a... Well, you get the drift don't you.
Whatever you're downloading may offer differing mirror sites for the download source.
Play Bonny!