A collocation is a pair or group of words that are often used together. These combinations sound natural to native speakers, but students of English have to make a special effort to learn them because they are often difficult to guess. Some combinations just sound 'wrong' to native speakers of English. For example, the adjective fast collocates with cars, but not with a glance.
When native speakers speak English they collocate some words into common patterns. We say "Fish and chips" but never say "Chips and fish". We say "Black and white" but never say "White and black". We say "fast car" and not "quick car". We say "Take a quick look at something" and not "take a fast look at something." This helps the listener understand more easily.
Learning collocations is an important part of learning the vocabulary of a language. Some collocations are fixed, or very strong, for example take a photo, where no word other than take collocates with photo to give the same meaning. Some collocations are more open, where several different words may be used to give a similar meaning, for example keep to or stick to the rules. Here are some more examples of collocations.
You must make an effort and study for your exams (NOT do an effort)
Did you watch TV last night? (NOT look at TV)
This car has a very powerful engine. It can do 200 km an hour. (NOT strong engine)
There are some ancient monuments nearby. (NOT antique monuments)
Sometimes, a pair of words may not be absolutely wrong, and people will understand what
it meant, but it may not be the natural, normal collocation. If someone says I did a few mistakes
they will be understood, but a fluent speaker of English would probably say
I made a few mistakes.
Compounds and idioms
Compounds are units of meaning formed with two or more words. Sometimes the words
are written separately, sometimes they have a hyphen and sometimes they are written as one
word. usually the meaning of the compound can be guessed by knowing the meaning of
the individual words. Some examples of compounds are car park, post office, narrow-
minded, shoelaces, teapot.
It is not always easy to separate collocations and compounds and, where they are useful for
learners or an important part of the vocabulary of a topic.
Idioms are groups of words in a fixed order that have a meaning that cannot be guessed by
knowing the meaning of the individual words. For example, pass the buck is an idiom
meaning 'to pass responsibility for a problem to another person to avoid dealing with it
oneself'.

Why learn collocations?

Learning collocations is a good idea because they can:

• give you the most natural way to say something: smoking is strictly forbidden is more
  natural than smoking is strongly forbidden.
• give you alternative ways of saying something, which may be more colourful/expressive or
  more precise: instead of repeating It was very cold and very dark, we can say It was
  bitterly cold and pitch dark.
• Improve your style in writing: instead of saying poverty causes crime, you can say
  poverty breeds crime; instead of saying a big meal you can say a substantial meal. You
  may not need or want to use these in informal conversations, but in writing they can
  give your text more variety and make it read better.