What is a Callback URL? Why do I need this? FAQ does not make any sense to me

[Leedsrowing]

I just want to use the Really Simple Twitter Feed on my website, to display tweets from the Club Twitter account. I don’t know what a Callback URL is, or why I need one. I have read the relevent FAQ section but it does not make any sense to me.

I understand that all I need to make the Twitter feed control work, is the Consumer Key, Consumer Secret, Access Token and Access Token Secret. Unfortunately I can’t get that far, because I am not able to enter a valid Callback URL.

[episod]

Whatever tool you’re using likely uses web-based callbacks to work.

In order for a web-based callback to work, you need to have a setting on your application record that enables this.

The setting is made by providing what we call a “placeholder” (AKA a stand-in) URL in the field. You can just use your blog’s URL if you don’t know what to put there.

[Leedsrowing]

I don’t understand your reply. Is a URL the same as a web address? I tried to enter that in the Callback URL field, but it didn’t work. I tried to leave the Callback URL field blank, but that did not work either.
What is an “application record”? What is a “placeholder” URL?

[niall]