glyphs are the product of the new proffession "inscription" and who ever told you locks come with them allready that is BS. you can buy them from other people or you can create your own via inscription ( this uses mats obtained via herbalism).

now what is a glyph? its a rune used to empower certain abilitys and spells to increase the use or power of them. each char can have 3 x major and 3 x minor each being unlocked the higher level your char is. for example a rogue can use a minor glyph to make the ability "sprint" also trigger "waterwalking" for the duration of sprint. some glyphs are more useful than others so i suggest you either check the AH for your class glyphs and read them (under its own section in the AH glyphs/class ect) or read them up on an information site like thottbot or another site like it.

hope this helps.