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Evidentiality is a way of marking epistemic modality, i.e. how we know something is true. Some languages grammaticise evidentiality (mark it in their verb system).
Turkmen, for example, has four levels of evidentiality - direct, inferred, assumed, and reported. These are marked in the following way:
al-dy 's/he took'; al-ypdyr 's/he took (but I didn't see it)'; alan eken 's/he apparently took'; al-anmyş 'it is rumoured that s/he took'.
It is important to use these correctly, otherwise the wrong impression can be conveyed.