Style refers to the various choices writers consciously make when they create a text to suit a particular audience to achieve a certain purpose. Language choices include such things as words, phrases, sentences, paragraphs, layout and structure; other stylistic choices are creation of tone and mood, uses of irony, figurative language such as metaphor and so on.
Important styles are 'formal', 'informal' and 'conversational' (i.e. 'colloquial') - but there are very many more.
A major aspect of English GCSE is for you to show how a writer has created an effective style and why this was done. This requires you to analyse a writer's uses of language and language features (such as layout, etc.) and consider why these were chosen and how they might appeal to a certain kind of audience and achieve a particular purpose.
In your own writing for GCSE, the teacher or examiner is on the lookout for your own choices of style. You will achieve higher marks if you show evidence of writing with your audience and purpose firmly in mind. Typically, also, the highest marks will go to students who write in a lively, clear and direct style where sentences are varied and vocabulary is appropriate.
A key thing is to remember always to write as yourself - never take on the persona of an imagined adult unless the question specifically asks for this (which is highly unlikely).
If you have the time and are fascinated with the English language, click on this link to read a famous essay about the English language by the author George Orwell. It is a classic piece of writing and is, itself, an example of superb style.