At their core, relays are actually a pretty straightforward concept, it's just completely different from what we are used to.
Relays are just servers where data is stored that the apps on our devices can fetch and display for us.
It's just that we are used to there only being one server that we all connect to for a given platform, and the entity controlling the server is the same entity producing the app to fetch the data on that server. No one could imagine being able to spin up their own Facebook server, for instance.
With Nostr, there is no limit to the number of servers, and anyone who wants to can even run their own. Moreover, anyone can create apps that fetch data from those servers and display it. The servers and apps just need to be able to understand each other by all speaking the same Nostr language or protocol.