The notion (rank-2) "tensor" appears in many different parts of physics, e.g. stress tensor, moment of inertia tensor, etc.
I know mathematically a tensor can be represented by a $3 \times 3$ matrix. But I can't grasp its geometrical picture — unlike scalar (a number) and vector (an arrow with direction and magnitude) which I can easily see what's going on.
How to visualize a tensor?

While tensors are generalizations of vectors, I don't think you can really generalize the way you visualize them. This is because you really want to think of tensors as multi-linear functions and you usually don't think of a vector as a linear function from the dual space to the real numbers.
So even if you can't get as nice a geometric picture of a tensor, you do get a nice grasp on what they are if you view them as multi-linear functions (as opposed to just a collection of numbers) from some copies of your vector space V (and/or its dual V*) into R. For example, a metric is a type of rank 2 tensor and has a nice geometric meaning-- applying it to two copies of a vector gives the vectors squared length, you can apply to to two vectors to get the angle between them, etc. The moment of inertia tensor is a 2-tensor I such that I(u,u) is the moment of inertia about the u-axis.
There are also usually different ways of looking at the same tensor, which may make it easier to get a grasp on it. For example, a (1,1) tensor is a multilinear map from V x V* into R. However, this can naturally (i.e. basis independently) be identified with a linear map from V to itself: if T is a (1,1) tensor then contracting it with a vector gives a linear map V* to R, which is just another vector.