Imagine that the orbit of the moon around the earth is disturbed through a collision with a comet. This will imply a disturbance on the earth, which will affect for example the tide.
No information can be transmitted faster than the speed of light according to the theory of relativity. The disturbance in the gravity field travel at the speed of light from the moon. The disturbance on the earth will be observed about one second after the collision with the comet, that is about the same time it takes for light to travel from the moon to the earth.
Some kind of information mediator between two particles is needed. In the illustration described above, the disturbance in the field of gravity can alternatively be described as an exchange of particles. We call them force carriers or "exchange particles". The (hypothetical) force carrier of gravity is called "graviton". It has not yet been observed.