I'll set up the problem, then ask the question.
Let $V$ be a finite dimension vector space over $\mathbb{R}$ and let $\Phi$ be a root system in $V$, i.e. (1) $\Phi \cap \mathbb{R} \alpha = \{-\alpha,\alpha\}$ for each $\alpha \in \Phi$ and (2) $s_\alpha \Phi = \Phi$ for each $\alpha \in \Phi$. A simple system $\Delta$ in a root system $\Phi$ is a subset of $\Phi$ such that $\Delta$ is a basis of $\text{span}_\mathbb{R} \Phi$ and each element of $\Phi$ is a linear combination of $\Delta$, in which every coefficient has the same sign.
On page 10 of Humphreys' Reflection Groups and Coxeter Groups, he proves that any two positive (resp. simple) systems in $\Phi$ are conjugate under $W = $ the group genereated by the reflections $s_\alpha$, $\alpha \in \Phi$.
What does this theorem even mean? Really, what does "conjugate under $W$ mean"? If someone could explain this, then that would be nice.
You decide to study the root system $A_2 = \{ \vec{\mathbf{e}}_i - \vec{\mathbf{e}}_j : i\neq j \in \{1,2,3\} \}\subset \mathbb{R}^3$ this week.
You write out all the vectors $$\Phi=\{ (1,-1,0), (1,0,-1), (-1,1,0), (0,1,-1), (-1,0,1), (0,-1,1) \}$$ and check that $s_\alpha(\beta) \in \Phi$ for each of the $6 \times 6$ choices of $(\alpha,\beta)$. Actually that is a pain, and you realize you only need to check simple $\alpha$ and positive $\beta$. However, looking at $\Phi$ everything is symmetric!
You decide to make the right choice on Monday and let $\Delta = \{ (1,-1,0), (0,1,-1) \}$. You work out all sorts of important calculations, but before you are done you still have a few questions left.
On Tuesday you work on those questions, but you realize you forgot to bring your notes. You google for what $\Delta$ is supposed to be and find that $\Delta = \{ (0,-1,1), (-1,1,0) \}$. You manage to answer your remaining questions, and rejoice.
On Wednesday you remember all your notes and starting typing things up nicely, only to discover GASP! you used the wrong $\Delta$! Luckily, every possible choice of $\Delta$ is equivalent – you can just use a $s_\alpha$ to fix it.
In this case, to switch between Monday's and Tuesday's work, just apply $s_{(1,0,-1)}$ to all your calculations since $s_{(1,0,-1)}$ switches $(1,-1,0) \leftrightarrow (0,-1,1)$ and $(0,1,-1) \leftrightarrow (-1,1,0)$.
This means that Monday's $\Delta$ and Tuesday's $\Delta$ are conjugate under $s_{(1,0,-1)}$. To be conjugate under $W$, just means they are conjugate under some specific $w \in W$.