To grease a pan means to coat it in some sort of protective shortening or fat -- usually butter -- to prevent whatever you are cooking from sticking. 

Greasing has fallen out of favor with the demonization of fat and in the advent of non-stick pans, parchment paper, non-stick cooking sprays and silicone baking liners and tins.

While it's not always necessary to grease a cookie sheet or a cake tin, you have no choice if you want your soufflé to rise.