Central to Ferdinand de Saussure's linguistic theory introduced in "Course in General Linguistics" is the distinction between "langue" and "parole". For de Saussure, langue (language) is the abstract structure or system of conveying meaning while parole (speech) is the particular use of language (somewhat but not completely similar to Noam Chompsky's linguistic competence and performance). De Saussure gives the example of Chess, the game which exists as a set a rules and functions (langue) with endless possibilities to be played out (parole).
The importance of de Saussure's distinction starts in the fact that langue obviously determines any possible parole. While parole is individual langue exists only as a social entity that no one has any full control over. Since it precedes parole, langue should be in de Saussure's view the focus of linguistic inquiry. But parole is still important since it is only through the idiosyncratic manifestations of speech (parole) that we can access the langue.
The distinction between langue and parole is also important since it is central to de Saussure's structuralist view of language as a self contained system of signification. Chess exists before any actual game and it's not up to the players do decide on the rules. If you try to play checkers with Chess pieces no one will be able or want to play with you, that is you will not be understood. But when we play Chess, or use language, it's not about the pieces by themselves but their perspective relationships within the context of the game's setting and rules. This leads us to how de Saussure thinks of language as a system of inner relations between words that relate to each other and not referential reality (see The arbitrarynature of the Sign) . This means that to anything we say there is an underlying structure which determines its possibility.