Sending tiny amounts to many addresses, then watching how those amounts are later combined, in order to link addresses to one another.
Why it matters
It is an analysis technique rather than a theft: the dust itself is worthless, and the value is in what spending it reveals when it is merged with other funds in a single transaction. It is also the delivery mechanism behind address poisoning, where the point of the transfer is to plant a lookalike address in a transaction history.
What you can check
Unexpected small incoming transfers are visible in any explorer. Wallets that support coin control let a user see which inputs a transaction would combine, which is the linkage the technique depends on.
Not advice. Definitions are for understanding, not instruction. Nothing here is financial, legal, tax or security advice.