A "wine flight" is a group of wines that have been selected for a tasting. Usually, the wines have something in common, like the winery that produces them or the varietal.
This is a good way to begin an appreciation of wines. The idea is that you can taste these selections side-by-side so you can get a feel for the similarities and differences.
Flights come in several ways. They can just be suggestions, sending you off to get and sample the wines. They could be served at a wine tasting or they could be served at a restaurant with a meal.
Wine flights commonly happen at the same time as cheese flights, which are exactly the same thing, only with similar cheeses as the subject instead of wines.