A worldview is the set of assumptions and beliefs according to which you see the world. The concept derives from Kant, who coined the term Weltanschauung (in English, worldview) for the mind’s preconceptions by which it organizes the data it receives from the outside world. You don’t have to be a Kantian to find the notion useful, as it is applicable in many different fields.
A number of Reformed theologians, notably Abraham Kuyper as popularized by Francis Schaeffer, have shown its importance for Christians. If you believe in the Bible, its teachings should affect the way you view the world. A Christian will therefore think differently than non-Christians, and this will affect every area of life.