An orphaned page is a page without any incoming links and is located at what's called the 'root of the space', meaning it sits alongside the space's home page. This means that, unless you know the page exists, you're not likely to come across it during the natural course of navigation.
There may be a legitimate reason you want to have a page at the root of a space. For example, you may be effectively hiding it in the navigation. If you don't want orphaned pages though, you can easily view all orphaned pages in a space so you can tidy delete the pages or reorganise them so they're no longer orphaned.