This is the best demonstration of Depth of Field I have ever seen. It demonstrates all three things that effect how DOF works. There are three things that affect how much will be in focus when you take your shot. Most people teach about the aperture, and then in advanced courses teach about distance to the subject. But most instructors don't try and get into the focal length of the lens, and how it changes your DOF.
source: Digital Camera World
Now that we have shown you the overall scope of how DOF works. If you aren't sure about what DOF is, I have added my demonstration page on DOF and aperture, which shows real world photos.
Exerpt from my Beginning Photography PDF.
This is a very basic description. There are lots of physics going on with the optics.
Go out and shoot with a purpose. Choose your DOF with intention.