They are fish balls or loaves made of ground white fish (traditionally, carp, pike, etc.), mixed with eggs, onions and matzoh meal and then boiled in a fish broth (with fish bones and heads, etc.). They are traditionally made sweet or salt and pepper, largely depending on how your mother/grandmother made them. They are served with horseradish and sometimes carrots that have been cooked in the same broth.
Apparently, it was traditional served stuffed back into the deboned fish skin, which is where the name, gefilte, or stuffed, comes from.