In simple terms, purging happens when the gunk clogging your pores (microcomedones) comes to the surface and "purges" out of your skin, usually due to using a retinoid or BHA. Essentially purging is speeding up the exit (and possible severity) of your future breakouts, making you one step closer to clearer skin.
If you are using a retinoid, AHA, or BHA (salicylic acid) product, you could experience some light purging. If you don't like how fast your skin is removing the congested waste in your pores, the quickest and easiest answer is to slow down your use of the purging product. Apply 3 nights a week and work your way up.