What is a certificate?
A certificate is a public key with some data about you (name, surname, email and etc) signed by a trusted party. As explained in previous chapter in order to have a certificate which is valid and can be trusted by other people, it needs to be verified by a third-party to which we all trust - Certificate Authority. A trust in PKI case is that we just accepted a certificate (which is called root certificate) from our Certificate Authority and after that our operating system will know that we trust this particular CA.
Now when Certificate Authority has signed a user public key, then any other user can verify that a certificate (public key with CA signature) is valid. And basically certificate request is "asking" trusted Certificate Authority to sign your public key.