sigma star.

if you haven't heard about theory of computation, let me define some keywords:

• symbol: smallest unit. denoted by any character(a,b,c, etc.) or number (0,1, etc.)
• alphabet: set of symbols. denoted by Σ(sigma). e.g.: {a, b, c}
• string: sequence of symbols. eg: a, aa, aaab, etc.
• language: set of strings. e.g.: {a, as, aaab, ...}

now, sigma has powers. Σ² is set of all strings of length 2. e.g.: {aa, ab, bb, ...}. you can generalise this to Σ^n.
Σ* is union of all powers of sigma. i.e., Σ¹ + Σ² + ...

so, a language is basically a subset of Σ*.

as for why theory of computation even exists, you basically try to define what a computer can/cannot do.
and you try to mathematically define a computer. then you try to define what a language is(in case of programming , you need it to form languages and compilers). hence the need for this.