Astral Projection is an Out-Of-Body-Experience (OBE) where your consciousness, or astral body, leaves your physical body and can travel at will through the astral plane. In classical history, philosophers believed you could travel to heavens, hells and any other lands that you could imagine. In modern Wicca this idea has been expanded to include the real, physical world as well.
I have also included on this page (with permission) a fascinating and in-depth series of articles on the subject by Robert Bruce. He covers a wealth of information, and I highly recommend taking a slow and leisurely read through the articles. This is also available as a series of .pdf downloads on his website Astral Dynamics.