An X on a score card signifies a strike. A strike adds the full previous frame to the ten pins of the current frame. For instance, if you got 9 pins in the 5th frame, and a strike in the 6th, your score for the 6th frame is 19.
When an X appears on the screen it's good. It means you got a strike, when you knock down all the pins at once on your first roll. It means that the scores you get on your next frame influences what you got on the one when you hit a strike. 3 X's in a row is called a turkey.