Heterosexual people love people (sexually and romantically) of the opposite gender. A heterosexual man loves women. A heterosexual woman loves men. Another less formal word for heterosexual is straight.
People who are not heterosexual may be homosexual, bisexual or asexual. Western society is mostly heteronormative, which means that many people believe that most of the population is heterosexual, and other forms of sexuality are not as good. This often leads to discrimination.
In the Catholic Church and many Christian churches as well as in Islam and Judaism, a marriage can only be made in a heterosexual pair - man and woman. Marriage that is done in homosexual pair is often seen as a serious sin by those religions.