A superset is a set that includes another set or sets. You perform the two or more exercises back-to-back without stopping. What makes it so challenging is that it takes a great deal of endurance. You can either do a superset with the same muscle groups, or with different muscle groups. It's up to you. Since you'll be fatigued very quickly during supersets, I'd suggest using a lower weight.
Example of a superset:
Bicep curls x 10 reps
Tricep Extensions x 10 reps
Incline Bench press x 10 repps
*You do all of these sets without breaks.
Try This Superset:
Dumbbell Curls 4 sets x 8 reps
Calf Raises 3 sets x 8 reps
Bench press 4 sets x 8 reps
Tricep Extensions 3 sets x 10 reps
Weighted Crunches 4 sets x 12 reps