Well Jimmy, you've come to the right person.
An ARG is an Alternate Reality Game. It is an interactive web game that uses sites to tell a story that can be altered by players depending on what they do. Two examples are the Sombra ARG, where Blizzard created an ARG to foreshadow the twenty-third hero of Overwatch, Sombra. Another example is the BEN Drowned ARG, where players had to follow a man's journey as he discovered a haunted game cartridge that sends his life spinning out of control.