Portfolio diversification is the idea of putting your money in different pockets. The more pockets, the better. Concentration is a measure of diversity - the higher the concentration, the lower the diversity. The greater the diversity, the lower the risk. The less related, the less correlated.
Correlation varies from negative one to positive one.
Zero correlation means completely random - no correlation at all. I could apply these concepts to the management of my own finances. Don't put everything in my savings account. Hide some under my pillow. Invest some of it in assets, like my grand piano.