It will be very helpful if you tell us your own thinking. You are presumably asking about the "d" in "dx" or "dy". But what level are you at in your study? Why are you asking? Is there something specific that confuses you, or are you just wondering if it has a meaning at all?
There are several ways to think about differentials (like dx and dy), depending on your perspective. When you first learn calculus, you can think of dx as a small change in x, and dy as a resulting small change in y (specifically, along the tangent line). And at this level, "d" by itself means nothing specific, just a little piece of a notation.
Wikipedia says something much like what I just said:
The precise meaning of the variables dy and dx depends on the context of the application and the required level of mathematical rigor. The domain of these variables may take on a particular geometrical significance if the differential is regarded as a particular differential form, or analytical significance if the differential is regarded as a linear approximation to the increment of a function. Traditionally, the variables dx and dy are considered to be very small (infinitesimal), and this interpretation is made rigorous in non-standard analysis.
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