In phonetics 'voiceless' or 'unvoiced' is a property that language sounds (phonemes) may have. It simply means that the vocal folds are not vibrating while the sound is produced. You can experience the vibration of your vocal folds simply by saying any vowel while putting your hand on your throat. You should feel a slight vibration. Now switch and make an /s/ sound; now there is no vibration, i.e., no voicing.
Voiceless phonemes still make sounds because we shape the air movement with the articulators: the tongue, lips, teeth, alveolar plate, hard palate, velum (the soft palate), and the glottis. Some phonemes may also be 'partially' voiced, as in creaky voice, murmured sounds, and whispering; however, we do not recognize these as separate phonemes in English, although they may be in other languages.
Voiced and unvoiced phonemes usually come in pairs; /b/ and /p/ is an example of an voiced/unvoiced pair. As you can see, voicing makes a big difference; the words 'beg' and 'peg' are in no way related in meaning, and would rarely if ever be confused. Here is a list of the voiced phonemes used in English:
Unvoiced / Voiced
/p/ /b/ Bilabial plosive
/m/ Bilabial nasal
/f/ /v/ Labiodental fricative
/θ/ /ð/ Dental fricative (the 'th' sound)
/t/ /d/ Alveolar plosive
/n/ Alveolar nasal
/ɾ/ Alveolar tap (a cross between /t/ and /d/, as found in the word 'butter').
/s/ /z/ Alveolar fricative
/ɹ/ Alveoral approximant (the 'r' sound. Usually transcribed as /r/ in English speaking countries).
/l/ Aveolar lateral approximant
/ʃ/ /ʒ/ Postaveolar fricative / Palatal fricative ('sh' and the /dz/ sound from 'beige'.)
/j/ Palatal approximant (the 'y' sound)
/k/ /g/ Velar plosive
/ŋ/ Velar nasal (the 'ng' sound)
/ʔ/ Glottal stop (eh, you'll have to follow the link).
/h/ Glottal fricative
/w/ Bilabial glide or Velar glide
/tʃ/ /dʒ/ Palatal affricative (the 'ch' and 'j' sound).
There are no voiceless vowels.
With practice you can tell which sounds are voiced by feeling your laryngeal prominence (AKA your Adam's apple) while you speak. /s/ and /z/ are good sounds to practice with, as you can hold them for as long as you need. you should feel a soft vibration during /z/, and none at all during /s/. This vibration is your vocal folds doing their job. The voiceless sounds have only the tongue and other oral articulators as their sound source -- using hisses and pops and clicks to make their sounds.
Of course, it's not always that simple. When sounds are actually articulated they may in fact be voiced or unvoiced to match the surrounding sounds, rather then their usual values. For example, /h/ is usually unvoiced, but when it appears between two vowels, it takes on the voicing from the vowels. (In "hello" the /h/ is unvoiced, in "aha!" the /h/ is partially voiced; in English these are allophones). Some voiced consonants can also drop their voicing in certain situations, such as the /r/ in "tree" (the /t/ is unvoiced, and the /r/ can drop its voicing to join it).