A passenger name record (PNR) is nothing but a record in the database of a computer reservation system (CRS) that contains the itinerary for a passenger, or a group of passengers traveling together.

When a passenger books an itinerary, the travel agent or travel website user will create a PNR in the computer reservation system it uses. Earlier, PNR status was either found at the station enquiry counter or on the phone whereas now, one can check his/her railway PNR status online on the Indian Railways' website.

All one needs to do to check his/her PNR status is to enter their 10 digits unique PNR number printed on ther train ticket. This number is on the top left corner of the ticket. And through this facility, one can check the PNR number for any train in India to confirm their railway reservation PNR status.
To check your PNR status, Visit: http://www.indianrail.gov.in/pnr_Enq.html
Source:IndiaToday.