A piece, or stone, is a basic game element in hex. Each of the two players in a game of hex has a collection of pieces at the beginning of the game; on this site one player has red pieces and the other blue. The players take it in turn to put their pieces onto vacant hexes, with the goal of trying to create a link from one edge of the board to the other.
Often on this site pieces are shown as red or blue circles. For example in this game
red (the first player) has played six pieces and blue five. In this site the convention is that red is trying to connect the top edge to the bottom edge, and blue the left to the right, so red has won this game; five of their six pieces are making a connection from the bottom edge to the top edge.