Soundstage is the ability of headphones to give you a sense of space and direction relative to what you're listening to. Ultimately, this means the headphones trick your brain into believing that the sound you're hearing is coming from another part of the room, not just from a speaker positioned right next to your ear. Large over-ear and open-back Sennheiser headphones do this best, whereas in-ear headphones have next to no soundstage abilities since the speaker is in your ear with no space for the sound to bounce around.