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The scroll X is the fact you can scroll on a page from left to right, in other words, horizontally. You can see it when there is an horizontal scrolling bar on the browser. It happens when the content doesn’t adapt to the size of the screen, it means the site is bigger than the screen window.
The presence of a scroll X lowers the user experience : horizontal scrolling is not genuine for users, they don’t have the reflex to scroll pages from left to right. If users have a bad experience on your site, they are probably going to go back on SERP and click on another and more adapted site, which will lower your positioning.
In most of cases, it’s linked with the CSS styles of your page (or template) and you have to work on it.