Newton's First Law of Motion - Inertia 

Newton's first law of Motion states: 

A body remains at rest or, if already in motion, remains in uniform motion with constant speed in a straight line, unless it is acted on by an unbalanced external force. 


This law means that an object can only accelerate (change velocity) if it is acted on by an outside force. 
An example to prove the principle of inertia is a hockey puck on a sidewalk vs. a hockey puck on ice. If a hockey puck is given a push along a level cement sidewalk the puck will travel in a straight line, but as it travels its velocity will decrease and the puck will come to a halt. However, if the same puck is placed on a smooth layer of ice and given the same push it will travel much farther in a straight line. the  rough cement causes the rough surface of the puck to catch at uneven places on the puck. This catching of unevenness from the two surfaces is the outside force acting on the puck, this force causes the puck to slow down. Ice is much smoother than cement and therefore the puck and the ice do not catch on to each other. This lack of catching enables the puck to travel farther on ice, because there is less of an external force acting on the puck. 

Inertia is also directly related to mass, the more mass an object has the more force it will take to set it into motion.  

The easiest way to truly understand inertia is to feel the difference in force needed to start a full shopping cart and an empty shopping cart into motion. If there are two carts at rest one that is filled with merchandise and another which is empty, feel the difference in the force that needs to be applied to get each of the carts into motion. In order to get the full shopping cart to move, a lot of force will be needed. This extra force is required because the full shopping cart has more mass than the empty cart. 

This video also explains inertia:

Citations: 
1. Asimov, I. (1988). Understanding physics: 3 volumes in 1 : Motion, sound and heat, Light, magnetism, and electricity, the electron, proton, and neutron. New York : Dorset Press.