What does it mean to nest one element in another element

When you nest an element how come it seems to indent the first line after pressing enter only for the first line meaning it won’t nest that whole element?

I am talking about the curriculum where it says to nest the anchor under the p

https://www.freecodecamp.org/learn/responsive-web-design/basic-html-and-html5/nest-an-anchor-element-within-a-paragraph

I did. It’s asking to nest within an element whic I’m deducing is to simply put tags of p around it which is all it taught. Also I’m having trouble nesting something that has an attribute and element combined

Can you check in my other topic I just posted. It contains the code from another subsection. But this time I got the nesting right after it initially said that was the missing criteria as the only one. So when I got that right it got my other criteria as being wrong when it was actually right