A loaded question is a question that has another meaning behind the obvious one. The 'hidden' meaning usually involves some criticism/problem/difficulty for the person who is being asked the question. Here is a very simple example.
It's Tom and Mary's wedding anniversary. Tom has forgotten about it, and Mary is very upset. When he comes home from work, Mary just says to him,
In short, it's a question that cannot be answered in any way that does not imply something the responder does not intend to imply. In the link above, note in particular, "Have you stopped beating your wife?" That's the prototypical "loaded question".