it means playing notes associated with the A minor scale....
the notes in a A minor consist of A , B , C , D , E , F , G , A with no sharps non flats unless if it's a Harmonic Minor or Melodic Minor...
there are 3 variations to the minor scales :
1) Natural Minor
2) Harmonic Minor
3) Melodic Minor'
in an A Natural Minor , there are no sharps nor flats which is the direct equalivant of the C Major scale
in an A Harmonic Minor , the 7th note is raised which in this case the G becomes a G#
in an A Melodic Minor , the 6th and 7th note is raised BUT is only applicable when the notes are accending,When decending , the sharpen notes are given a natural to restore their original tone.
for example in an A minor melodic scale you have :
A , B , C , D , E , F# , G# , A (when accending)
BUT
A , G , F , E , D , C , B , A (when decending)
well if u find it too complicated just note that if someone says he is playing in an A minor key for example , it means that he is playing notes associated with the A minor scale and from notes comes chords....