What does an electrical choke do?

A choke is an inductor. The impedance of an inductor is dependent on the frequency of the current flowing through it. The greater the frequency, the higher the impedance.

Therefore an inductor when used as a choke blocks the flow of high frequency current (by presenting a high impedance), while allowing low frequency or direct current to flow through it.

Its function is to block ("choke") high frequencies while passing low frequencies.