It means one octogonal dice...i.e. a dice with eight sides.
Menaning that if a sword does 1d8 damage, the game imaginarily rolls a die with eight sides, and the number it falls on (1-8) is the number of hitpoints damage you do. So 2d4 means rolling two dice of four sides each.
It comes from the pen and paper game Dungeons and Dragons, where damage and a load of other stuff is determined by rolling dice.
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