I'm a little new to physics and I'm not quite getting the concept of inertia. Can someone help me?
The Wiki article is very much satisfactory. Without a proper definition of your question - like where exactly you require an explanation or confused about, all I can say is this. It's the resistance of an object to an applied force. Or in other words, the ability of an object (of course it should be massive) to maintain its state of rest or uniform motion unless acted upon by an imbalanced external force.
Take an object. Place it somewhere - your table, floor or anything you like. It won't move forever unless you or something else disturbs it. Push or pull the resting object (I mean, apply a force to it). It will move on forever. In reality, this ideal object is acted upon by friction (at the contact surface). So, the object comes to rest almost instantly (or more depending the friction coefficient). Another way (regarding the inertia of direction), the classical example is by swinging a stone tied to a string where the stone has inertia and so, it tends to break the contact (string) and go away in some particular direction...