What is running lean mean??

So im kind of new at this stuff. I looking at a lot of posts about tuner and cai and basically i came across one that says that having a cold air intake without a tune can make your car too lean? I have a K&N Fipk CAI and an axleback exhaust from AM. Im sorry that it might be a really dumb to most of you guys but can somebody explain if im running too lean? Also, how can i tell? is there a difference in the way my car runs? gas milage maybe? Ive had this set up for months now without a tune. Did i possibly damaged my car without even knowing it? Thank you so much. and again I really have no idea what this stuff means
 
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Running lean simply means your ratio of gas to oxygen is to little. Running rich means your ratio of gas to oxygen is too high. So you'll see ratios like 12:1. This means 12 parts gas, 1 part oxygen.

As you add oxygen and take away fuel, you build energy, combustion increases, heat increases etc. Up to a critical point where you're making maximum power at a safe level. Once you get too lean, too hot etc, you start to run into detonation and start to destroy your motor.

It's a fine line. As you increase your intake of air, you create more power. Manufacturers tune in the rich side to be safe.
 
Just a quick clarification, the ratio is reported as air to fuel (not fuel to air as suggested above). A ratio of 14.7:1 is stoich and means the engine is receiving 14.7 parts air to 1 part fuel. Anything higher than 14.7:1 would be lean (not enough fuel being delivered leading to a lean condition and higher combustion temps); lower than 14.7 would be considered rich. Simply adding a CAI and exhaust won't affect the AFR that much. Additionally, your O2 sensors would adjust the fuel impulse if needed.