A destination tag is extra information included in a Ripple transaction that helps the receiver to identify which user to credit a transaction to, much like a bank reference number.
Certain wallets, such as Poloniex and Gatehub, do not require you to have a destination tag when sending to their wallet. However, most exchange wallets, such as Kraken and Bittrex, require you to enter a destination tag when sending your XRP to their wallets. Always make sure to double check if the wallet you're sending to requires a destination tag to ensure your funds get credited. If you do not enter a destination tag when it is required, this will result in your funds being lost.