Introduction to Integration
Integration is a way of adding slices to find the whole.
Integration can be used to find areas, volumes, central points and many useful things. But it is easiest to start with finding the area under the curve of a function like this:
What is the area under y = f(x) ?
Slices
We could calculate the function at a few points and add up slices of width Δx like this (but the answer won't be very accurate): 

We can make Δx a lot smaller and add up many small slices (answer is getting better):


And as the slices approach zero in width, the answer approaches the true answer. We now write dx to mean the Δx slices are approaching zero in width. 
That is a lot of adding up!
But we don't have to add them up, as there is a "shortcut". Because ...
... finding an Integral is the reverse of finding a Derivative.
(So you should really know about Derivatives before reading more!)
Like here:
Example: What is an integral of 2x?
We know that the derivative of x^{2} is 2x ...
... so an integral of 2x is x^{2} 
We will show you more examples later.
Notation
The symbol for "Integral" is a stylish "S" 

After the Integral Symbol we put the function we want to find the integral of (called the Integrand), and then finish with dx to mean the slices go in the x direction (and approach zero in width). 
And here is how we write the answer:
Plus C
We wrote the answer as x^{2} but why + C ?
It is the "Constant of Integration". It is there because of all the functions whose derivative is 2x:
The derivative of a constant is zero, so when we reverse the operation (to find the integral) there could have been a constant of any value.
So we wrap up the idea by just writing + C at the end.
Tap and Tank
Integration is like filling a tank from a tap. The input (before integration) is the flow rate from the tap. Integrating the flow (adding up all the little bits of water) gives us the volume of water in the tank. 
Imagine the flow starts at 0 and gradually increases (maybe a motor is slowly opening the tap).
As the flow rate increases, the tank fills up faster and faster. With a flow rate of 2x, the tank fills up at x^{2}. We have integrated the flow to get the volume. 
Example: (assuming the flow is in liters per minute) after 3 minutes (x=3):
 the flow rate has reached 2x = 2×3 = 6 liters/min,
 and the voume has reached x^{2} = 3^{2} = 9 liters.
We can do the reverse, too:
Imagine you don't know the flow rate. You can go in reverse (using the derivative, which gives us the slope) and find that the flow rate is 2x. 
Example: at 2 minutes the slope of the volume is 4, meaning it is increasing at 4 liters/minute, which is the flow rate. Likewise at 3 minutes the slope will be 6, etc.
So Integral and Derivative are opposites. 
We can write that down this way:
The integral of the flow rate 2x tells us the volume of water: 
∫2x dx = x^{2} + C  
And the slope of the volume increase x^{2}+C gives us back the flow rate: 
(x^{2} + C) = 2x 
And hey, we even get a nice explanation of that "C" value ... maybe the tank already had water in it!
Which teaches us to always add "+ C". 
Other functions
Well, we have played with y=2x enough now, so how do we integrate other functions?
If you are lucky enough to find the function on the result side of a derivative, then, using your knowledge that derivatives and integrals are opposites, you have an answer (but remember to add C).
Example: what is ∫cos(x) dx ?
From the Rules of Derivatives table you see the derivative of sin(x) is cos(x) so: ∫cos(x) dx = sin(x) + C 
But a lot of the "reversing" has already been done (see Rules of Integration).
Example: What is ∫x^{3} dx ?
On Rules of Integration there is a "Power Rule" that says:
∫x^{n} dx = x^{n+1}/(n+1) + C
We can use that rule with n=3:
∫x^{3 }dx = x^{4} /4 + C
Knowing how to use those rules is the key to being good at Integration.
So get to know those rules and get lots of practice.
Learn the Rules of Integration and Practice! Practice! Practice!
(there are some questions below)
Definite vs Indefinite Integrals
We have been doing Indefinite Integrals so far.
A Definite Integral has actual values to calculate between (they are put at the bottom and top of the "S"):
Indefinite Integral  Definite Integral 
Read Definite Integrals to learn more.