Wind shear is when there is a sudden change in wind direction and/or speed.
Wind shear can be dangerous as the flight environment changes significantly. The pilot must correct for these changes. This is most important during low-altitude phases of flight as there is less terrain clearance. For example, there may be a headwind that abruptly changes to a tailwind.
AC 00-54 Pilot Windshear Guide
FAA-H-8083-25B Pilot’s Handbook of Aeronautical Knowledge 12-11