What is thrust?
Thrust is the push an engine produces. One Merlin engine makes 845 kN at sea level — enough on its own to lift about 86 cars — and a Falcon 9 has nine of them.
Thrust comes from throwing mass backwards, so it depends on two things: how much mass leaves per second, and how fast it leaves. Nothing outside the rocket is pushed against.
To lift off, thrust has to exceed weight. The ratio between them is the thrust-to-weight ratio, and it has to be above 1 at the moment of release.
It is measured in newtons. One newton is roughly the weight of an apple in your hand; 845 kN is 845,000 of them.
See it happen
Push & GoWhy rockets flySource: Merlin rocket engine family