Generally speaking, most traffic the Internet sends to your home is in response to a request originating from your home. i.e. you go to youtube.com, so you sent a request, the Internet responds, and your router knows it must belong to you (instead of other devices on your network) because you sent the request a moment ago.
Multiplayer gaming with peer-to-peer connections means that the Internet may send data to your home that you did not request. So if your router doesn't know who in your home wants this data, the router may just block it. It would be like getting a letter in your mailbox with 'To the householder'. It's not named so you may throw it in the bin.
Each game or program can attach a port ID number and type along with its data. i.e. TCP 3478. You can then instruct your router to forward all data with that port number to your computer (IP Address) and not block it. This is what we call Port Forwarding.
Because everyone has a different brand of Internet router, you will need to search for instructions relating to your router. i.e. search 'How to port forward NetGear/Asus/DLink', etc on YouTube or Google. https://portforward.com/