"Skimmers" are devices that can be sneaked into or onto ATMs and gas pumps that masquerade as the legitimate credit/debit card reader, but will sneakily pull your data to be dissected by the Bad Guys. You think you are paying for gas, but you are actually giving up your digital info.
Other than physically trying to make sure that the fake credit card reader is not just "stuck" onto the front of the real device, you can help minimize your risk by avoiding the older gas pumps. The older models in this case typically have a vertically-mounted card reader, and a flat pad to enter your PIN (no actual keys, just a printed membrane keypad). See below:
The newer, more tamper-resistant gas pumps have a horizontally-mounted card reader, and an actual mechanical keyboard (looking more like a pay telephone keypad, if you remember those). These have some more fail safe devices to avoid tempering. So far, at least one police department has found this type of pump to be unmolested - at least for the present.
Kind of a pain if you are low on gas, but good to know if you have a choice between a couple of nearby gas stations.