The Fourier Transform is a fundamental concept when it comes to digital signal processing (DSP) and thus understanding how software defined radios like the RTL-SDR work. It is the key bit of maths behind the RF/waterfall spectrum displays and frequency selection features used on your SDR software. In basic terms all the Fourier Transform does is take a signal (for example an RF signal from an antenna, or a sound sample), and break it down into its component frequencies. This allows us to see each individual frequency spike in the RF/waterfall spectrum display in programs like SDR# from the mash of signals that arrive at the antenna. But understanding how the Fourier Transform does this can be a little tricky to understand.
3Blue1Brown is a very successful YouTuber whose channel is all about explaining complex mathematical concepts in an animated and easy to digest format. His latest video explains the Fourier Transform, and is a great starting point for those trying to learn DSP concepts. He focuses on audio frequencies as that is the most intuitive, but the exact same concepts can be applied to radio frequencies.