Progressive overload is constantly increasing the demands placed on the body through training in a safe healthy manner. If you have a personal trainer, they will ensure you progress at the appropriate time and in an appropriate way.
Why is it important?
Progressive overload makes your body adapt to the pressure you are putting it under to continuously make gains in muscle endurance, size and strength in a controlled deliberate manner.
You can accomplish it by increasing weight, reps, sets, changing rest period, training frequency or tempo variation.
For example, if you lifted 10Kg this time for 3 sets and 10 reps, and the next time you did 10Kg for 3 sets and 12 reps, that is progressive overload (reps increase, weight and sets stay the same)
Or you might decide to lift 12Kg next time for 3 sets and 10 reps (higher weight, sets and reps stay the same)
Initially when starting training, it is advisable to only change one variable at the time, and not multiple things.
So to continue to make progress with your workout, continue to do progressive overload in a controlled and thoughtful way! A personal trainer will help you do it in the best way.