From wikipedia it says, “A lunar eclipse occurs when the Moon passes behind the Earth so that the Earth blocks the Sun’s rays from striking the Moon.” Basically it is when the sun, earth and moon all line up with the moon behind the earth. The important bit is that they are all lined up so that the moon will pass though the earth’s shadow. We will talk more about this later.
The shadow cast by the Earth has two distinct parts:  The umbra (Latin for "shadow") is the darkest part of the shadow. (It’s directly behind the earth) The penumbra (Latin for "almost, nearly" and umbra "shadow") is the area in which only a part of the light from the Sun is blocked.
The naming of the stages of lunar eclipses is by its contacts. “Contact” is the word used for when the moon comes into contact or first moves into the umbra for example.
P1 is the first contact. It is the beginning of the penumbral eclipse. This is when the moon first touches the Earths penumbra. The moon’s surface will begin to darken.
U1 is the second contact. It is the beginning of the partial eclipse. As the moon moves into the Earths umbra the surface of the moon will now get quite dark.
U2  is the third contact. This is the beginning of the total lunar eclipse. The moon is now entirely inside of the umbra. Its surface is completely inside of the earth’s shadow. The entire surface of the moon will become visible and quite reddish in color. Why the red happens will be explained   at the end of the video.
Greatest eclipse: This is now the peak stage of the total eclipse. The Moon is at its closest to
the center of the Earth's umbra. At greatest eclipse the moon will probably by now be the most red it will be.
U3 is the fourth contact: This is now the end of the total eclipse. The Moon’s surface begins to move out from directly in the darkest part of Earth’s shadow. As it leaves the umbra its surface will begin to brighten a bit. This will now also be the beginning of the second partial eclipse.
U4 is the fifth contact. End of the partial eclipse. The Earth's umbra leaves the Moon's surface. The red will be gone and the surface will begin to brighten.
P2 is the sixth contact. End of the penumbral eclipse. The Earth's shadow no longer makes any contact with the Moon. The eclipse is over at this point. You will be able to see the a full moon as bright as usual.

 

If the Moon is going around the Earth why doesn’t this happen every month?  While the Moon  IS going around the Earth every month, it is not going around the Earth as you see here. The moon doesn’t follow the same orbit  (technically the  plane of the ecliptic) the earth does around the sun. If it did there would be a Solar and a Lunar Eclipse every month.  The moon is in fact moving up and down as compared to the orbit the earth takes around the sun. As you see here now. So when the the moon is in front of or behind the earth it is actually either above or below the earth so it can orbit all the way around the earth without ever lining up directly behind the earth and the sun.