I assume you have derailleur gears and not the hub type.
Look at Wikipedia if you need to know
http://en.wikipedia.org/wiki/Derailleur_gears
If you take a look at the rear sprockets, when the chain is on the largest one, thats the lowest gear (the easiest to pedal when setting off). When it is on the smallest sprocket, that's the highest gear and the hardest to pedal.
Other types of gears are the hub type, this lik shows the difference between the two
http://en.wikipedia.org/wiki/Bicycle_gearing
Hope this helps.