A prologue is a short speech, typically in verse, that introduces a play. In Shakespeare's plays, the prologue often takes the form of a soliloquy by one of the characters. The purpose of the prologue is to provide the audience with information about the play, such as the setting, the plot, or the characters' backstories.
Shakespeare's most famous prologue is the one that begins Romeo and Juliet:
"Two households, both alike in dignity,
In fair Verona, where we lay our scene,
From ancient grudge break to new mutiny,
Where civil blood makes civil hands unclean.
From forth the fatal loins of these two foes
A pair of star-cross'd lovers take their life;
Whose misadventured piteous overthrows
Do with their death bury their parents' strife.
The fearful passage of their death-mark'd love,
And the continuance of their parents' rage,
Which, but their children's end, naught could remove,
Is now the two hours' traffic of our stage;
The which if you with patient ears attend,
What here shall miss, our toil to mend."
This prologue tells us that the play will be set in Verona, Italy, and that it will be about two young lovers from rival families who die in the end. It also sets up the play's central conflict: the "ancient grudge" between the lovers' families.
You can read more about prologues in Shakespeare here:
https://www.shmoop.com/study-guides/literature/shakespeare/prologue
https://www.sparknotes.com/shakespeare/shakespeare-faq/section3/