Exposure describes how much light you let into the camera to give you an appropriately lit scene.
Over-exposed is when too much light goes onto the sensor and you get an overly bright image.
Under-exposed is when not enough light reaches the sensor and you get a dark image.
It would take a whole book to explain exposure fully, but thanks to the modern camera's ability to show us roughly what we are filming, as we film the need to understand all the ins and outs has been reduced.
Exposure can be controlled in five different ways:
A camera lens contains an iris, which, like our own eyes, can be used to control the amount of light passing through it, by altering the size of a small hole behind the lens. When conditions are bright you need a small hole or aperture (perhaps f8 or f11) when it's dull the iris is wide open (maybe f2.8, f4) to let in more light.
Aperture is also labelled on some cameras as iris or you might see a series of f-numbers appear - usually f2, f2.8, f4, f5.6, f8.
Aperture also effects focus and on darker scenes you may find it harder to focus because you are using wide apertures.
If your rushes are all too bright or too dark, you may be setting the exposure by judging the image on a viewfinder which is set too bright or too dark. Run a test with a reliable external monitor
Adjusting the shutter will affect your exposure and can be used to control it. However you will not normally need to adjust your shutter speed - in fact you may never need to find out how to set it (normally it's default set at 1/50th of a second).
If you do need to tinker with shutter speed (because you are working in extreme conditions of low-light or very bright sun) you might notice your picture looking slightly odd. It can introduce a blurry movement in low-light situations when it's set very slow; or it can overly sharpen movement if set to fast in bright conditions.
If and when you do need to set it, check your manual.
On static shots with no action - shutter speed changes can't be noticed
This is a useful last resort which adjusts how bright the image appears. It doesn't actually increase the amount of light coming in, but instead boosts the image brightness digitally. However, at the same time it adds some nasty grain (degradation) to the image. It is not available on all cameras, however if you can, set it to off (0dbs).
On fancier cameras you may have neutral density filters which simply reduces the amount of light coming through the lens by filtering it through dark glass. Perfect for way too bright sunny Scottish days.
It sounds obvious, but you can also change exposure by changing the amount of light in your scene. This is significantly easier to do with interiors.