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Fixation in psychoanalysis relates to the psychosexual stages of development. If a person did not receive appropriate gratification during a specific stage, or that a specific stage left a particularly strong impression, that person's personality would reflect that particular stage throughout their adult life. To the degree to which the emotions are cathected at this developmental stage it is sometimes known as affective fixation or fixation of affect.
So if libido remains attatched in a particular psychosexual stage of development, the fixation point, thoughts, feelings and actions can reflect this throughout life. eg someone fixated at an oral stage may continue to gain satisfaction through their mouths, sucking their thumb, smoking a pipe, eating lasciviously etc as adults. Where this intereferes with adult functioning and relationships it is thought to lead to possible neurosis
Freud developed this idea in his book Three Essays on the Theory of Sexuality in 1905.