It means having a clear idea about the requirement you're implementing at that point in time (not un-agile). It doesn't mean that you have to create a big set of requirements up front (un-agile). You can just pick a story, convert it into a test and implement the code, rinse and repeat.

Writing the test also gives you a second chance to think deeply about the requirement and fix any problems with it before wasting time implementing the wrong thing.