A Version Control System (VCS) is a tool which keeps track of the changes to your code, and allows you do handy things like undo coding errors and see what has changed in the code over time. Modern Distributed Version Control Systems (DVCS) also allow you to work easily with other programmers on the same code. And yes, you should definitely be using a version control system!
The two most popular DVCSs are git and Mercurial; which you use mostly comes down to personal preference, but we strongly advise you to use one of them.
So how do I get started with revision control?
A good, brief tutorial on Mercurial is here.