A memory address, or address is the location of a byte in a game's ROM, RAM or other data section. It can be represented with hexadecimal in the format 0x[XXYY]. For example, in Pokémon Red and Blue the species of a forced Pokémon encounter is defined by the identifier of the memory address 0xD059.
Cheating devices such as GameShark often refer to a memory-address in little-endian notation. The GameShark code for a forced Pokémon encounter in Pokémon Red and Blue is 01XX59D0, not 01XXD059.