Off-chain simply refers to places outside the blockchain.
Many NFT creators opt to store their NFTs in IFPS/cloud servers, thereby making these NFTs off-chain. In this case, creators upload a link to your NFT on the blockchain. So your NFT's art, details, and more are stored externally, while the link to your NFT is on-chain.
This is usually due to NFTs taking up tons of space, making them expensive to upload on the blockchain.