A database is a collection of journal, newspaper and magazine articles that are not usually freely available on the web. They are often organized with a particular audience in mind, for example, professionals in a field, undergraduates, public library users, etc.
You should use a database because it is credible, it saves time and stress, it is easier to cite, and it eliminates the information overload that can come with web searching. Databases that we pay for don't contain distracting advertisements, they are frequently updated, and they have tools designed to help with research.
If you have any questions about databases or how to use them, don't hesitate to ask a librarian!