Backlinks are one of the pillars of SEO strategy. A backlink is a link to your website from another website, and they work almost like reviews to show that your site is high quality and relevant.
One way to quickly work on your backlinks is to link between articles on your own website. For example, you could add links to make it easy for users to click to other related blog posts.
The ideal backlink, however, comes from a totally different site. As Flawless Inbound said, "It means that someone else has found your content good enough that they want to send their audience to it — and Google pays close attention when that happens."
Guest blogging is a great way to start trying to build backlinks.