Take this automaton for instance, it's an NFA and it accepts the string $0110$. To be more pedantic, it accepts strings that end in $10$.
To see that we just need to check wetherwhether it reaches an accept state.
\begin{align*} q_0 & \rightarrow 1\\ q_0 & \rightarrow 0\\ \color{red}{q_1} &\rightarrow \color{red}{1}\\ q_2 &\rightarrow 0\\ \end{align*}
Now in the red line there was another possibility, that is when reading the second $1$ I could stay in $q_0$ and then stay in $q_0$ when reading the last $0$. Automata have no memory, so there's no way to 'save' a state and check later if my string ends with $10$, it's like this NFA it's making a guess wetherwhether the string ends with $10$ before branching to an acceptable state. Edit: The nondeterminism here is making lots of choices and always making the right ones.
It's easier to construct an NFA than it is to construct an DFA, the good thing is that both are equivalent.