No stupid questions...here is the Wikipedia answer:
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A burr is a raised edge or small pieces of material remaining attached to a workpiece after a modification process.[1] It is usually an unwanted piece of material and when removed the process is called deburring. Burrs are most commonly created after machining operations, such as grinding, drilling, milling, engraving or turning. It may be present in the form of a fine wire on the edge of a freshly sharpened tool or as a raised portion of a surface; this type of burr is commonly formed when a hammer strikes a surface.
There are several contexts which this occurs especially during the knife making process when drilling say around the edge of the drilled hole or along a cut edge. Additionally with knife sharpening there is a burr at the edge which is created as the knife is drawn across the stone which needs to be removed to achieve the best edge.
I don't have a picture but I would bet that if you have ever got a metal sliver from a fresh cut piece of metal you actually know what a burr is.