Consider a sphere, such as the Earth, or the Celestial Sphere. The intersection of any plane with the sphere will result in a circle on the surface of the sphere. If the plane happens to contain the center of the sphere, the intersection circle is a Great Circle. Great circles are the largest circles that can be drawn on a sphere. Also, the shortest path between any two points on a sphere is always along a great circle.
Some examples of great circles on the celestial sphere include: the Horizon, the Celestial Equator, and the Ecliptic.