I've been told that I have "RF in my signal". What does this mean? What are some potential causes of having RF in the signal?
It most likely means that unwanted RF from your antenna system is getting into your transceiver's audio input (microphone), distorting your audio.
Some solutions are reducing any common-mode RF on your feedline, moving the radio and antenna further apart, or using ferrite and/or capacitors on the audio line.
A power supply that cannot supply enough peak current can cause a similar effect. On voice peaks, the voltage drops.
EDIT: As Scott nicely pointed out, the proper balun at the feedpoint can reduce common-mode RF (on the outside of the shield). What band(s) were you on when this happened? That makes a difference in which ferrite mix to use for the balun. My all-time favorite reference for common-mode chokes is K9YC's PDF.
"Ugly Baluns" (made from coax) are often recommended, but they are ineffective unless care is taken to use the correct number of turns wound on the proper diameter. G3TXQ explains this beautifully on his site.
One symptom of having 'RF in the shack' is that metal parts of the radio (or morse key, or microphone) will feel "hot" to the touch, and can give a nasty burn - or at least a bit of a surprise! Mike has already suggested several ways of reducing this, and I would add that when he talks about reducing common-mode RF on the feedline, this can sometimes be achieved inexpensively by the use of a balun. A good article explaining this can be found here.
I've never heard of "RF in your signal". The signal is RF. It doesn't make any sense.
I wouldn't jump to the conclusion that "RF in the shack" is the problem. While common-mode current may be a consequence of your antenna design, a distorted signal is not the first symptom I associate with those problems. Many a ham has transmitted into a coax fed dipole with no balun, and it works well enough.
Or consider the case of a handheld radio, where all the antenna current must flow around the radio. If common-mode current near the transceiver caused notable distortion, how could these work at all?
More likely, "RF in your signal" just means your signal is distorted, somehow. Consider the qualifications of the person who gave you this report and treat it with the appropriate degree of skepticism.
Before making any conclusions, I'd try to corroborate that report, and get a more objective assessment of the distortion. Perhaps you can listen to yourself on the internet, or get a report from an experienced operator (that is, not most hams). The cause of the distortion could be something pedestrian, like the mic gain is too high.