What does it mean to have a stages of neuroblastoma?

It is for treatment. Cancers are given stages to help with prognosis and treatment . Low stage numbers are better than higher numbers in general.
How bad is it? Many diseases, especially tumors or cancers, are described by the term "stages". This implies that the condition has spread or worsened. Treatment may be different depending on the level of spread or the stage.
See link. For a nice summary for patients of staging for neuroblastoma, see the national cancer institute page at: http://www.Cancer.Gov/cancertopics/pdq/treatment/neuroblastoma/patient/page2.
Different degrees. Neuroblastoma can occurr in various stages. Stages 1-4 describe how extensive the tumor is and degree of spread. One is least and more easily treated. Four is more extensive and may need more aggressive therapy.