Sigma is basically a representation of certainty that your result isn’t a statistical fluke. It comes from standard deviation in statistics but 1 sigma is 68% certain. 2 sigma is 95%. 3 sigma is 99.7%.

By convention, astronomy uses 3 sigma for “significance,” meaning you almost definitely found something. Particle physics, since it’s usually done in controlled experiments, usually requires 5 sigma (99.99994%).

It’s similar to margin of error in political polls.