Programming is all about doing stuff to things. Generally, the stuff is the execution of a process or algorithm and the things are information or data.
An algorithm is just a fancy name for a series of steps, like tying your shoelaces. Information or data is just values or information. Your name is a piece of information and so is your birth date. Since it's shorter, in this article we'll use the word data to describe a piece of information.
In ColdFusion, data is held in variables. Think of a variable like a mailbox. You can stuff things like letters and packages into a mailbox and get them out later to do stuff. ColdFusion makes storing information very easy because it's a loosely typed Language. You can stick any kind of data into a ColdFusion variable without having to tell ColdFusion what kind of data it is.
<cfset ThisIs = "fun">