Did you get it? YES! The Doppler Effect, as described by Sheldon Cooper, is "the apparent change in the frequency of a wave caused by relative motion between the source of the wave and the observer."
To help us better understand the Doppler Effect, we are going to continuously use a firetruck siren as a wave source. We're also going to use a lot of animations! (I borrowed all of them from http://www.acs.psu.edu/drussell/Demos/doppler/doppler.html)
A stationary source emits waves that are completely symmetrical. This means that if a firetruck were stopped, every observer would hear the same frequency of its siren.
When the firetruck is moving to the right, the center of each wave is displaced as the source catches up to them. Even though the waves from the siren are still being emitted with the same frequency, they are closer together on the right side than they are on the left. So if you were to go stand in front of the firetruck, you would hear a higher frequency than I would standing behind the firetruck.
Let's pretend that this firetruck has super powers and can travel at the speed of sound. You wouldn't hear the siren until the firetruck actually got to you because the waves are no longer ahead of the truck! Also, right as the truck is passing you, you wouldn't really hear the siren. Instead, you would hear this huge "thump" because of all the wavefronts adding together. When it finally passed you, the siren would appear to have a very low frequency because the waves behind it are so far apart. Some food for thought: this actually happens with bullets!
What if the firetruck is traveling faster than the speed of sound? Holy cow. We're going to have to do more pretending. The firetruck with super powers has been working out a bit. Now it can travel faster than the speed of sound! In other words, the firetruck would pass you before you even heard the siren! Also, immediately after it passed, you still wouldn't hear the siren. You would hear a BOOM! A sonic boom to be exact. Obviously you're never going to see a firetruck moving faster than the speed of sound; however, some aircrafts can actually move this fast!
Sadly, our journey through the World of Waves is over. I hope you leave this world feeling confident in the knowledge you now possess. You are a master of the waves around you! You did a good job, Young Physicist. Your eyes are open and your mind is, too. I hope to hear about your many physics adventures to come. Don't forget "the important thing is to not stop questioning. Curiosity has its own reason for existing." - Albert Einstein