Since you are reading this post it’s a pretty safe assumption that you are a human being, and have a brain.
What is a brain? The brain is a located inside the skull, it weighs approximately 3 pounds, on average, and has the consistency of Jello (a fact I have never personally tested). The large wrinkly surface is called the cerebrum, this is the largest and most complex part of the human brain. The smaller wrinkly knob at the bottom is called the cerebellum, and the stalk is the brainstem, which tapers down into the spinal cord. Nerves from through the body run into and out of the spine (with the exception of a few who run directly into the brain), and carry information in and out. Under the cortex, things get much more complicated. Your brain isn’t a homogenous mass, but, instead, is made of dozens of specialized structures, all with different functions. The cortex is also made of many different functional areas, although they can’t be differentiated by the naked eye).
What does a brain do? The main job of the brain is information processing. All the information about the outside world, and your internal environment is picked up by your nerves and carried to your brain, which interprets it and integrates it. This is where sound waves turn into words and music, photons turn into pictures, and then they both get combined to give you the show you are watching on TV.
The brain is also the source of thoughts and feelings about all the information you feed it by seeing, hearing, smelling, etc. Your brain generates emotions (aided and abetted by your hormones and immune system), remembers things to use later and generates new thoughts and ideas. Finally, the brain also turns thoughts into behaviour, generating movement, speech, facial expressions.
All of your thoughts, sensations, feelings, impressions, memories, ideas and general you-ness, are in your brain. Of course, it’s more complicated than that (in biology, everything is more complicated than that). The body isn’t an army, the brain doesn’t take in information and give out orders, it gives and receives constant feedback to and from the rest of the body more like a conversation and the other participants in the conversation contribute to how the brain functions.