The first quoted string is the SSID of your wireless router, the second is your password to access the router. For example:
AT+CWJAP="MySSID","My Password"
On my system the SSID is "PanteidalNet" because that's the name I programmed into my router. I'm not telling you the password!
The error code means it was unable to establish a connection to your router, either the SSID or password or both are wrong. Words of caution: if your router has good protection, it will use a "white list" of MAC addresses allowed to connect to it. If that is the case, you will have to log in to the router and add the MAC address of the ESP8266 module to it before it will allow it to log in.
Brian