What causes a water hammer? Non-technical please--was it something I did?

Moving water has momentum. When you shut off the flow, the momentum has to be absorbed by something, and it sounds like the pipe was hit by a hammer. There is a "standpipe" at the highest point in the house. It has air in it to absorb the momentum. If the air goes away then you have to drain the entire house to let air into the pipe again. And that whole entire process is called "water hammer".