Mechanical keyboards are keyboards built with high quality, spring activated key switches. These key switches vary based on the keyboard that you buy or user preference.
Some of the first widely sold keyboards that were built in the 1980's (IBM's Model M, for example) utilized mechanical switches. But the 1990s brought on a wave of rubber dome keyboards that saturated the keyboard market, and now rubber dome keyboards represent over 90% of keyboards in use today. Although rubber dome keyboards are less expensive than their mechanical keyboard counterparts, they provide a more dissatisfying feel and typing experience, and they don't last as long. Though mechanical keyboards are much more expensive and can run from anywhere between $50-$500, the quality and longevity of the mechanical keyboards make the higher price point worth it.
You can either buy one already premade, or you can custom build your own mechanical keyboard to fit your preferences. You can make it a basic and functional keyboard, or you can tap into your creative side and play with the colors. Mechanical keyboard kits typically come with software so you can program the RGB backlights to be whatever color you want. All in all, I think mechanical keyboards are wonderful, and I can't wait to custom build my own one day!