Naked Single
A state where only one candidate remains for a given cell. The most fundamental solving technique in Sudoku.
A Naked Single occurs when the digits already placed in a cell's row, column and block eliminate every possibility but one, leaving exactly one digit that can go in that cell. It is the first confirmation technique to learn in Sudoku, and the Easy level on this site is built so that a chain of Naked Singles alone carries you to the finish. Difficulty is not determined by the number of clues but by which techniques you are forced to use in order to finish.
How to Find Them
List every digit present in the target cell's row, column and block, then exclude those digits from 1-9. If exactly one candidate remains, that is a Naked Single, and you can confirm the digit. If two or more remain, nothing can be confirmed and another technique is needed. The essential point is to gather eliminations from all three directions: if you look only at the row and conclude that "two are still left", you will drop the final elimination that the column or the block provides.
A Worked Example
Suppose that for a given cell, the same row already contains 1, 2, 3, 4 and 5, the same column contains 7 and 8, and the same block contains 9. Eight of the digits from 1 to 9 are impossible, so only 6 remains, and the cell is confirmed as 6. The 6 you have just confirmed then disappears from the candidates of as many as 20 cells that share its row, column or block, which makes it the seed of the next Naked Single.
Practical Tips
The Naked Single is a technique of the "cell's point of view". Because you compute candidates cell by cell, the pencil-mark feature lets you find them mechanically. Maintaining candidates for all 81 cells is laborious, however, so in practice you should start from intersections whose row, column and block are all well filled in. The denser the surroundings, the more digits can be eliminated, and the more easily the candidate list drops to one.
Common Pitfalls
There are two typical ways to drop a Naked Single. The first is returning to a full-grid sweep immediately after a confirmation without reviewing the surroundings. The candidates that changed are confined to the same row, column and block, so the next confirmation is there before it is anywhere else. The second is filling in a cell that looks like a single candidate without re-checking all three directions. One mistaken elimination puts a wrong digit on the grid, and the contradiction it causes may not surface for many moves. Making a habit of retracing the row, column and block before you commit is what prevents having to backtrack.