When navigating over long distances it’s better to sail a great circle. Technically, these are circles on a sphere (Earth) whose planes pass through its centre. So, the equator is a great circle, and so is a circle through both poles. It follows therefore that any circle between those two is also a great circle. It is shorter to follow a great circle than to follow a straight line plotted on a chart.
Because it would be difficult to steer the constantly changing course that a great circle would demand, it is usually made up of a series of rhumb line courses between waypoints.
An alternative to this would be sailing a circle at, for example, latitude 30º north. This does not pass through the centre of the sphere (Earth) and is known as a small circle, as are any others like it.