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Basically, it's a round thingy suspended by a bar or a string. In our case, is a solid bar. It is interesting because it has a regular back-and-forth movement, which can be described very easily through a mathematical function, therefore, we can predict its movement in time. Well, but this seems boring, doesn't it?
A multiple pendulum is a round thingy which is linked with another round thingy, that round thingy can also be linked with another round thingy, and you can continue as far as you want. So, o multiple pendulum is made of pendulums coupled together.
The interesting thing about the multiple pendulum is that, compared to its trial version (the simple pendulum), its movement through time can become chaotic, meaning it is harder to predict. The slightest change in the initial conditions of the pendulum (even the room temperature and air pressure - but we don't consider them here) result in a high change over time, in the path of the pendulum.
The Pendulum Sandbox is able to simulate a multiple pendulum (or more) and let you see how chaotic it is.