A collocation is a group of words that usually go together. For example, in English, we usually say 'heavy rain'. It's correct grammatically to say 'strong rain' or 'big rain', but both of these sound completely strange. A native English speaker would never say 'big rain'. If you use the normal collocation ('heavy rain') your English will sound a lot better and more natural and it will be easier for native speakers to understand you. Collocations are very, very important.