Gmail groups all replies with their original message, creating a single conversation or thread. In other email systems, responses appear as separate messages in your inbox, forcing you to wade through all your mail to follow the conversation. In Gmail, replies to replies (and replies to those replies) are displayed in one place, in order, making it easier to understand the context of a message -- or to follow the conversation.
When you open one message in a conversation, all of your related messages will be stacked neatly on top of each other, like a deck of cards. We call this Conversation View. In Conversation View, each new message is stacked on top of the ones that arrived before it, so that the newest message is always the one you see first.
To see all the messages in a conversation, just click Expand all.