I'm just going to add something orthogonal to Floris' correct answer, because the question is posed in a very general manner, which allows for relatively diverse yet correct kinds of answers.
Here's a crude-intuitive way of seeing it:
A wavelength is just the spatial period of a wave, be it of mechanical or electromagnetic nature. Meaning the distance needed for the wave to repeat its shape in space, of course there are numerous other ways of saying the same thing, e.g. you can udnerstand the wavelength of a wave as the distance it travels starting from one peak to a consequent one.
Now in order to understand what one means by system size in these scenarios, take the example of a rope stretched and held by its ends by two people. Let's say the rope, i.e. our system, has a length $d.$
Link between wavelength and system size with a simple example:
I'm sure that you've seen before that when one of the ends' is moved up&down a transverse wave is induced in the system, i.e. the up/down vibration propagates along the rope till the other end and is then reflected backward, ignore losses, this is also called a standing wave! Note it's called transverse because the direction of wave propagation and oscillations are orthogonal to each other. Now clearly if you repeat the initial perturbation with different distances, you induce waves of different wavelength in your the rope. If e.g. you have $\lambda=d/10$, then you will observe 10 complete repetitions of the wave (more simply 10 complete vibrations) until it reaches the other end. Furthermore if choose $\lambda=2d$ you will not even observe one complete period of your wave, but only half of it. The picture below should further clarify this:
Now if you choose very large wavelengths, e.g. $\lambda=100d$, then you'd need a rope 100 times longer to notice the wave(i.e. to see one complete oscillation), as with your current rope of length $d$, you will only see $1/100$ of the oscillation, in simplest words: you don't even feel the wave propagating along the rope, but it is propagating through your system. On the other hand if you consider very small wavelengths, e.g. $\lambda=d/100$, you'd be able to fit 100 complete oscillations in a distance $d$, again this means that the oscillations would have to be so small and complete cycles happening so frequently that you may not even see them. Another visualisation for different $\lambda$'s:
Long story short, if you work around wavelengths $\lambda$ around the same dimensions as your system size $d$, you are more likely to observe/notice them, because then you're sure you'd fit at least one complete cycle of your wave into your system.
Now in more sophisticated examples, only sometimes one uses the same line of thought when considering fluctuations in a system. For example it works when one talks about interfacial fluctuations in a liquid-liquid system, but it fails for the case of inter-atomic distances and light scattering (because this is related to angular resolution of your system, i.e. aperture size (here atomic distance) vs wavelength, which decide whether the light can be diffracted or not, to better understand this case, read about electron microscopes and angular resolution).
Hope this gives you a better intuition! For nicer visualizations, see here!