Here's a breakdown:
* Je: I
* sais: know (present tense of "savoir")
* que: that
It is followed by a clause that states the thing you know.
Examples:
* Je sais que tu es malade. (I know that you are sick.)
* Je sais que j'ai raison. (I know that I am right.)
* Je sais que le soleil se lève à l'est. (I know that the sun rises in the east.)