WSGI is an abbreviation for Web Server Gateway Interface, which is a "simple calling convention for web servers to forward requests to web applications for frameworks written in Python." WSGI is part of Python ecosystem. It was originally specified in PEP-333 in 2003, and was updated to PEP-3333 for python 3 in 2010. Python standard library even has a wsgiref package (WSGI reference server) built in.
Why do we need to know WSGI? A Django web app is essentially an WSGI app. A web framework like Django adds many other functions such as database handling and template processing to generate html files. It helps a developer understand how web framework works behind the scene.
The best writing on WSGI is probably a blog post by Armin Ronacher, who is the creator of Flask web framework and many other open source Python packages. Three code examples in this article are fantastic prototypes showing how WSGI and web framework work.
I would suggest anyone who is interested to read the article multiple times to get a good understanding of the topic. The article was written in 2007 with Python 2. A developer needs to make small changes to the code for Python 3. Here is the link to github repo which contains code I modified for Python 3.
Full Stack Python website has an WSGI article which includes links to many other articles.
An online article by Kevin Goldberg dicusses several WSGI web servers.