In astronomy, a Void is simply an 'unusually' empty region of space. A simple wat yo think about it is to imaging that galxies are laid about as filaments, like a giant loaf of bread or a great web. Voids are those large empty spaces in between.
Our Milky Way lies on one such filament plane, called (rather predictably) the SuperGalactic Plane, bounded by three 'nearby' superclusters of galaxies. It is bounded by a couple of local supervoids.
This newly discovered void is truly immense - something like ten times the size of any other known. With the rest of the Universe seeming so homogenous, it is a cosmic curiosity - what caused it, etc..