Here's a simple way to visualize it:
* Imagine a rope tied to a wall.
* If you flick the rope up and down, you create a wave that travels along the rope towards the wall.
* The rope itself is the medium, and the individual particles of the rope (the tiny fibers) move up and down, which is perpendicular to the direction the wave is traveling (horizontally).
This is in contrast to a longitudinal wave, where the particles of the medium move parallel to the direction the wave travels. A sound wave is a good example of this, where the air molecules compress and expand in the same direction the sound is traveling.