In more detail
Networks split every file, page or call into packets, send each by whatever route is available and reassemble them at the destination. Each layer adds its own header: an Ethernet frame wraps an IP packet, which wraps a TCP segment or UDP datagram. On Ethernet the usual maximum packet size (MTU) is 1,500 bytes; an IPv4 header and a TCP header take at least 20 bytes each, leaving at most 1,460 bytes of data. Packets larger than a link's MTU are fragmented or dropped.
Why it matters
MTU problems, common with VPN tunnels that add their own headers, cause a classic symptom: small pages load but large transfers hang. Lost packets make TCP resend and slow down. Captured packets can be saved in a PCAP file and analysed to see what really happened on the wire.
Example
Sending a 1,000,000-byte file over TCP/IPv4 on Ethernet with 1,460 bytes of data per packet takes 1,000,000 ÷ 1,460 = 684.9, so at least 685 packets, plus the acknowledgements flowing back. TCP options such as timestamps take a few more bytes from each packet, so real transfers need slightly more.