Serial.begin(9600) doesn't actually print anything. For that you'd want to use Serial.print("Hello world!") to print the text "Hello world!" to the serial console. Rather it initializes the serial connection at 9600 bits per second.
Both sides of the serial connection (i.e. the Arduino and your computer) need to be set to use the same speed serial connection in order to get any sort of intelligible data. If there's a mismatch between what the two systems think the speed is then the data will be garbled.
9600 bits per second is the default for the Arduino, and is perfectly adequate for the majority of users, but you could change it to other speeds: Serial.begin(57600) would set the Ardunio to transmit at 57600 bits per second. You'd need to set whatever software you're using on your computer (like the Ardunio IDE's serial monitor) to the same speed in order to see the data being sent.
