What is the pain in my knee when I step?

Many possibilities. Depending on the location of your pain & evaluation by your doc proper diagnosis can be made. The following possible common problems: 1) front pain with stairs or squatiing: early patello-femoral arthritis , 2) pain on either sides: tendinitis or meniscus tears , 3) back of the knee: bakers cyst, 4) pain all over: arthritis/inflammation.
Knee pain. Knee pain on weight bearing or stepping is commonly due to arthritis or chondromalcia. If associated with knee effusion ( fluid ) , it could be due to meniscal tear.
Possibilities. More than one thing can cause this. It could be knee arthritis of which there are many types. It could be bursitis or tendonitis. Since the pain is felt in the knee region we want to know if the pain is worse walking up stairs or down stairs. This can help locate the source of the pain. An examination, imaging with x-rays and others and laboratory findings can help delineate the cause.