Zwischenzug, also known as "intermezzo" in Italian and "in-between move" in English, is an unexpected move that poses a severe threat and forces an immediate response. This type of move usually happens in-between exchanges or tactical combinations, and that is the reason for its name.
To make this concept easier to grasp, imagine the following position that you just reached as White. Black brings their bishop to start an attack on your king, expecting to get rid of your bishop and checkmate your king using their knight and queen. Little do they know that you have a surprise up your sleeve!