Samadhi is the last of the 8-Limbs of Yoga.
The Previous Limb -> Dhyana
Etymology
Sanskrit Word: Samadhi
English Translation: Bliss, Union with the Divine, Absorption
Reference to Samadhi:
Samadhisiddhir isvarapranidhanat. Yoga Sutra 2.45
"By total surrender to God, one attains bliss."
Information
The 8th limb of yoga is Samadhi, which could be translated as bliss, peace, enlightenment or total union with divine. The understanding from yogi's over thousands of years is that you know if you follow this path over time you will achieve increasing levels of bliss, peace, understanding of things, and union with God. Those are beautiful feelings and experiences to have over fear, doubt, clinging to life, chaos - all those things that most of us deal with on a daily basis. It's freedom, it's liberation from a lot of the suffering of this life and potentially future lives.
If you ever come across Buddhism the 8 Noble Truths are very similar to the eightfold path of yoga. Ashtanga is the word for eight limb path and ashtau just means 8. If you hear the word Ashtanga yoga, which I do practice, it simply comes out of a practice of all eight limbs of yoga versus only practicing asana so it may look like a lot of asana but it's so much more than that.
