What does it mean when a federal court only has appellate jurisdiction?

If a federal court only has appellate jurisdiction it can only hear appeals of cases that have been tried in lower federal courts and can't conduct its own trials.

For example, the US Court of Appeals Circuit Courts have only appellate jurisdiction, primarily over cases tried in the 94 US District Courts.

The Supreme Court of the United States is a federal court with appellate jurisdiction; however, it also exercises original jurisdiction over disputes between the states. The Supreme Court may review appeals from both federal and state courts, as long as the appeal contains a (preserved) federal question. This means the case must involve federal law, US treaties, or US Constitutional issues.