It’s exactly what it sounds like. On a clear day, you can see the edges of Earth’s shadow at twilight creeping up or down the horizon. It’s a dark bluish band that appears opposite to the rising or setting sun.
The Earth is really big and curved, and its shadow is the same way. In fact, it’s over 800,000 miles long and projects far, far into space. That’s how we get lunar eclipses; the moon is only one-third that distance from us, so when the sun and Earth line up with it, it gets blocked out by the planet’s massive shadow.
Often, you can see the Belt of Venus on top of it as a strip of pink (though it has no actual relation to the planet Venus). It forms because it reflects light from the sun’s rays. The division between this light and the darkness of Earth’s shadow becomes less distinct as the sun sets until it’s entirely night.