RMA stands for Return Material Authorisation. When you have a problem with your purchase, you contact the manufacturer or dealer by phone or email. You tell them the nature of the problem and they decide if it is covered by warranty. If it is, they authorise you to return the product to them for repair or replacement. That is RMA.
They usually give you a reference number, also called the RMA number. When you return the product, you have to clearly indicate the RMA number.