A moisture trap is the small bowl-shaped filter between compressor and hose that condenses water vapor out of the airline. Compressing air squeezes its humidity into liquid; without a trap, that water eventually spits through the nozzle mid-coat as a crater in your paint.
Most hobby compressors ship with one built into the regulator. Drain it when you see condensation collect — in humid climates that can be every session.
See it in context in our compressors & air guides, or explore the tools hands-on in The Bench.