It means that MODx couldn’t connect to the database. Possibly the MySQL server was down or overloaded or the DB has become corrupted. It’s unlikely that there’s anything wrong with your MODx site itself, though there could possibly be a problem with the config file (you don’t say what version of MODx -- the location of that file is different for each version):
Revolution: core/config/config.inc.php
Evolution: manager/includes/config.inc.php
Important: Do *not* post the contents of that file here.
The first thing to do is wait a while and try again. If it’s still down, take a look at that file. See if it’s there and contains the correct name of the database, user, and password.
If it looks OK and you’re up to it, try using PhpMyAdmin in cPanel to take a look at the database. If you’re not up to it, contact your host, describe the problem, and ask if there’s a problem with the database server.