"Intersectionality is a way of understanding and analyzing the complexity in the world, in people, and in human experiences.
The events and conditions of social and political life and the self can seldom be understood as shaped by one factor. They are generally shaped by many factors in diverse and mutually influencing ways.When it comes to social inequality, people's lives and the organization of power in a given society are better understood as not being shaped by a single axis of social division, be it race or gender or class, but by many axes that work together and shape each other. Intersectionality as an analytic tool gives people better access to the complexity of the world and themselves."
--from Key Concepts: Intersectionality by Patricia Hill Collins and Sirma Bilge. Polity Press, 2016, page 2 (via Google Books and Amazon).
Legal scholar Kimberle Crenshaw wrote some of the first scholarship on intersectionality and critical race theory.
"Demarginalizing the Intersection of Race and Sex: A Black Feminist Critique of Antidiscrimination Doctrine, Feminist Theory and Antiracist Politics." University of Chicago Legal Forum: Vol. 1989: Iss. 1, Article 8.
For a popular version of the concept, see this interview from Vox.