A machine-readable list of the URLs on your site that you want search engines to know about, so nothing important gets missed.
An XML sitemap is a file (often sitemap.xml) that lists your important pages for crawlers. It doesn't force indexing, but it helps search engines discover pages quickly — especially new pages, or pages that aren't well linked internally yet. You submit it in Google Search Console and reference it from robots.txt.
A sitemap is most useful on large sites, new sites with few backlinks, and sites with pages that are otherwise hard to reach. It's not a substitute for good internal linking — an orphan page in your sitemap is still an orphan — but it's a reliable discovery backstop.
CommandSEO reads your sitemaps to map your site onto the canvas, and can pull them from Search Console so the page list reflects what you actually want crawled.
What to do about it
Keep your sitemap current — it should list live, indexable URLs, not redirects, noindexed pages, or 404s. Submit it in Search Console and link to it from robots.txt. Fix orphan pages with real internal links rather than relying on the sitemap alone.