That is one of the most common words in English and is used in a variety of ways. For example the phrases
She's the girl that I met last week.
She's the girl I met last week.
are both correct! Learn when to use that, as well as when to drop that in this guide to the use of that.
One of the most common uses of that is in relative clauses. If you're not sure what a relative clause is, brush up your understanding with this relative clause explanation and follow-up relative clause quiz.