The lunar eclipse is an astronomical phenomenon that occurs every time the Earth is between the Sun and the Moon, exactly in the line of intersection of its orbit to the Moon, the "line of nodes", and when the moon is in full phase or the new phase.
When this occurs, Moon enters in the area called the "umbra" (or shadow), or "penumbra" of the Earth and is fully or partially concealed for a few minutes.
To better understand: Imagine you took a ball and lit a lantern in her direction. The shadow that will form behind the ball will have a clearer part and another darker. The darkest part has the shape of a cone with the base of the ball and the lighter portion has the shape of a drum, also with the base (lowest) in the ball, round cone.
The cylinder, or the clearest region, is called the "penumbra" of partial shade space that gets a little light, and the darkest part, the cone is called the "umbra", part that receives no light, completely dark.
With any spherical body in the solar system is the same effect, and the lunar eclipse too.