A 'device' whose sole purpose is to quickly provide random data.
To see it your yourself:
$ cat /dev/urandom
(remember to press Ctrl-C when done, which sends the INT signal to cat, which then exits)
There is also /dev/random, which provides better (more random) data, but will be a lot slower.
The data may be from an actual, random number generating device, but on most home computers will be pseudorandom.