As Locky said, Glitches are events that happen because some sort of error - etc. There are many rumored glitches around which happen, and don't happen. We never know
Most glitches came come from a damage or a certain condition of a game. Like my Sonic DX Director's Cut is old and everytime I hit the High Speed box the music goes skips and then the game stops, and then I have to open the gamecube. xD