Fleets are a player created banding together of players. The idea being to help each other out. A fleet has a bank so equippment that is not needed can be passed to other players. Often they will group for missions. Some have ventrillo or teamspeak accounts so that you can actually audio chat with each other while you play.
They are basically the same as guilds or clans in other MMORPG's. Some also have websites that you can check out. If they do, you can usually get a feel for the fleet that way. Some are more casual, some can be seriously focused on getting to end-game.
Generally you can join a fleet by answering a recruiting advert usually in zone chat or even by asking someone that is in a fleet for an invite.