TIG Welding is one type of welding amongst a few choices you have - MIG, Stick, Oxyacetylene, etc.
TIG can be used to weld copper, titanium, even two dissimilar metals, and is handy for making tricky welds (e.g. s-curves, or welds on round things)..
TIG generates heat via an arc of electricity jumping from a (tungsten metal) electrode to the metal surfaces you intend to weld - usually aluminum or steel.
TIG stands for Tungsten Inert Gas, after the tungsten electrode, and the sheath of inert gas (argon or an argon mixture) surrounding it.
Big thanks to Mose O'Griffin, who narrated, taught, and demonstrated.
Also, If you're interested in MIG welding, see this instructable