The Caesar Cypher is a substitution cypher, meaning it replaces each letter with another letter that corresponds to a certain value of distance away from the original. You can think of this as 'shifting' the letters along by a certain coefficient, which leads to the Caesar Cypher being known as a 'Shift Cypher'.
The Caesar Cypher came to be known as a Caesar Cypher due to it first being used by Julius Caesar. It was developed around 100 BC to allow his generals to send messages over the battle field safely, as the messages could not be understood at a quick glance. The messages were often convayed using torches.
The cypher still finds use nowerdays as a way to obscure puzzle solutions or tv show spoilers, to prevent them from being understood at a quick glance.