Catalinas are coupons that print off at the register, typically in grocery stores (Walgreens also has them). They are usually triggered by an item you are purchasing. For example, if you purchase Pampers diapers, you may get a catalina coupon for Luvs diapers.
Some of them are like regular coupons and good for a certain dollar amount off the purchase of a specific product. They usually will say “redeem at” and have the store logo where you got them. Some stores will accept catalina coupons from other stores, so you may want to ask your stores about that.
Other catalina coupons are good for a certain dollar amount off your next purchase (so they can be used to buy anything). I usually try to save these and use them toward the purchase of produce or meat, since coupons for these items are not as easy to find.