A page nothing links to
This page is fine. No other page on the site links to it.
What makes a page an orphan
An orphan page has no internal links pointing at it. You can still reach it if you know the URL, and it may be in the sitemap, but there is no path to it by clicking around the site. Search engines lean on internal links to find pages and to pass strength between them, so an orphan gets crawled rarely and ranks weakly, however good it is.
How pages get orphaned
It usually happens by accident. A page is removed from a menu but the URL stays live, a campaign landing page loses its links when the campaign ends, or a bulk import creates pages that were never added to navigation. The fix is to link to the page from somewhere relevant, like a hub page, a related article, or the main navigation, so both crawlers and people can find it.