A warm-up is a session which takes place prior to doing physical activity; usually a warm-up will consist of light cardiovascular exercises combined with stretches. There are static and dynamic stretches but I would not go into details right now although always do stretching after light cardio warm up to make sure you do not tear muscle tissues whilst stretching.
Warm-up sessions include a combination of cardiovascular exercises and stretching. The cardiovascular exercises are designed to increase circulation, increase body temperature and bring the heart rate up, while stretching warms the muscles and prepare them for the movements they will be required to carry out during the activity.
Warm up sessions should be between 20-30 minutes. This gives the body plenty of time to slowly get ready for physical activity.
The most important reason for doing a warm up is to prevent injury during exercise.