Explain what Ferdinand De Saussure means when he says that language is a system.

Saussure's thought can be incredibly complex, so I will try to keep things as simple as possible. Throughout his work, Saussure makes the distinction between what he calls—in French—langue and parole. For Saussure, parole refers to our use of language, such as when we have conversations, for example. However, that is not what mainly interests him; his main focus is on langue. This is what Saussure means by language, not how it is used but, rather, its underlying system. He defines it as follows:

[A] linguistic system is a series of differences of sound combined with a series of differences of ideas.

A linguistic system is a system of signs. It is only in signs that meaning can be found. Saussure splits signs into two: the signifier (the sound or visual form of the word) and the signified (the actual concept or meaning of the word). The connection between signifier and signified, between the sound and the meaning, is entirely arbitrary for Saussure.
Let us illustrate the point with an example. The terms "four candles" and "fork handles" share the same signifier, namely, the same sound. Yet their meaning—what is signified—is completely different. Why we attach an identical signifier to two completely different meanings is purely a matter of convention, something that develops over time.
For Saussure, then, meaning comes from within the language system; it does not derive its meaning from any kind of connection with the outside world, the world "out there." The inherently arbitrary nature of the language system prevents this. Such meaning that we do have arises purely from differences within a closed system of signs. As the system is closed and unrelated to the social world, its underlying structure never changes. The way in which language is used, parole, certainly does change, of course, but the system itself, langue, does not.