"Big" means "capital", and "O" means order, as in "order of complexity". So named because of the convention of writing "order of complexity" as O(f(x)), e.g., with a capital letter 'O', or a 'Big O'. Nobody talks about it much because 'everyone' understands what it means, and understanding it doesn't really help you understand complexity analysis.
For an understanding of complexity analysis, I think the link posted by topgun_ivard is a good place to start. A good introductory textbook covering data structures or algorithms might also help.