What is non binary?

Dont kill me. Lol i am very accepting and non judgmental. I just want to try to understand the concept of people being non binary. I can completely wrap my head around people being trans/gay/bi. I saw someone who goes by the pronoun they. This really confuses me. I want to accepting but I really cannot wrap my head around it. Im very liberal but this just blows my mind. I still respect non-binary people and respect your rights. But I really struggle with the concept of calling you they. Or something else like thou. This blows my mind really. Believe me I am not in any way trying to disrespect, I am really just trying to understand and be educated on this.