Different blockchains are generally separate systems that can't natively talk to each other. A bridge is a protocol that lets assets move between them — typically by locking an asset on the original chain and issuing a representative version on the destination chain.
Bridges have historically been a common target for major exploits, since they often hold large amounts of locked value and add real technical complexity on top of the underlying chains. Using a well-established, audited bridge — and understanding that you're trusting an additional piece of infrastructure — matters more here than for an ordinary same-chain transaction.