To understand what these orbitals are, you first have to understand the notion of superposition in quantum mechanics. In regular classical physics, a particle or a system must be in a definite state. A car is at a particular mile marker on a highway, moving at a particular speed. The Moon orbits around the Earth with a particular velocity at a particular radius. Cats are either alive or dead.
In quantum mechanics, on the other hand, we find that particles and systems no longer necessarily have these definite properties; rather, they can exist in several different states at once. The famous example of this is, of course, Schrödinger's cat, which (after one half-life of its radioactive roommate) is neither completely alive, nor completely dead, but rather some weird combination of the two. While we have trouble envisioning this directly (or, at least, I do), it's pretty easy to mathematically describe this weird state of the cat. We use an abstract vector space, define one "direction" in this vector space to correspond to "alive", and the direction at right angles to "alive" to correspond to "dead". Call these vectors $\vec{a}$ and $\vec{d}$, respectively. The state of the cat after one half-life is then mathematically expressible as
$$
\frac{1}{\sqrt{2}} (\vec{a} + \vec{d}).
$$
The factor of $1/\sqrt{2}$ is because the states corresponding to vectors have to be unit vectors (or, more accurately, they can be taken to be unit vectors.) It's not a vector in either "direction", which means the cat is neither fully in the "alive" state nor in the "dead" state; rather, it's in a weird combination of the two.
So what does this have to do with orbitals? Well, when we solve the Schrödinger equation for the hydrogen atom, we find that the allowed wavefunctions of the electron are parameterized by three quantum numbers: $n$, $l$ (which is between 0 and $n$), and $m$ (which is between $-l$ and $+l$.) We can write these wavefunctions as something like
$$
\psi_{n,l,m} (\vec{r}).
$$
What's more, it happens that for a given $n$ and $l$, the wavefunctions with opposite $m$ values are complex conjugates of each other:
$$
\psi_{n,l,-m} (\vec{r}) = \psi^*_{n,l,m} (\vec{r})
$$
That's all well and good, but what if we want a real-valued wave function? For example, let's take the set of wavefunctions with $n = 2$ and $l= 1$. By the above logic, $\psi_{2,1,0}$ is its own complex conjugate; so it's already real-valued. Let's call this wavefunction $p_z(\vec{r})$. The other two wavefunctions $\psi_{2,1,1}$ and $\psi_{2,1,-1}$ are complex-valued, unfortunately. However, we can write the following two combinations of these wave functions:
$$
p_x(\vec{r}) = \frac{1}{\sqrt{2}}(\psi_{2,1,1} + \psi_{2,1,-1}) \qquad p_y(\vec{r}) = \frac{1}{\sqrt{2}i}(\psi_{2,1,1} - \psi_{2,1,-1})
$$
Both of these quantities are real (you should check this to satisfy yourself that this is true). So if the electron is in either of these superpositions, we can take its wavefunction to be entirely real-valued. In both cases, though, the electron no longer has a definite $m$ value; rather, it is partially in the $m = +1$ state and partially in the $m = -1$ state because it's in a superposition of these states of definite $m$ (just as Schrödinger's cat is not fully in the "alive" state or the "dead" state.)
I am of course glossing over a huge amount of subtlety and ambiguity here, but hopefully this explains what's going on with these real orbitals and why they can be written as sums of the complex orbitals.
