Doppler effect is the change in the apparent frequency of a source when relative motion takes place between the source and the observer. Think of what happens when you are standing right next to the road and an ambulance is approaching. As the ambulance gets nearer and nearer, you can hear its siren at successively higher pitch. However, when the ambulance passes you and is moving away from you, the pitch of its siren drops successively. Note that the siren of the ambulance is emitting sound waves at the same rate this whole time. The same can be experienced at a train station. What really happens is, as the source approaches you, the waves are getting nearer and nearer and hence the pitch increases. As the source recedes, the waves are getting farther apart and hence the pitch falls.
The same is observed if the source is stationary and the observer moves towards it or away from it. Interestingly, the Doppler effect was used in astronomy to determine that galaxies are moving away from us (and each other) and the fact that universe is expanding.
Hope this helps.