To co-ordinate controls means, in pilot-speak, to use rudder at the same time as aileron. This prevents adverse yaw. In simple terms, it means that the plane will go where you want it to without a lot of jolting around nastily. It makes the difference between a nice gentle turn and spilling your passengers' coffees.
Some aircraft are not given to adverse yaw, some actively encourage it as a design feature (I kid you not: fighter aircraft are designed to be as unstable as possible and be just flyable), and aircaft with large wingspans can do screw-all to avoid it. Therefore it is even more important to coordinate in your glider than in your Cessna.