To know what agents of socialization are, you must first understand what socialization is. Socialization is the process by which the members of a society are taught the values of that society. In other words, the process of socialization is the process of making people hold the same general set of values as are held by others in their society.
For example, we in the United States believe strongly in the value of the individual. This is one of our basic mores. Therefore, we socialize children to believe in that idea. This socialization is done by agents of socialization -- the people or processes that actually do the socializing. The most common agents of socialization are parents, teachers, peers, and (often) the media. By talking to and interacting with parents and teachers and peers, American kids are socialized to believe that each individual is important.
So, agents of socialization are the people (or institutions like the media) that teach our children what is expected of them as members of our particular society.