Martians are beings (generally sentient) from the fourth planet in our solar system, called "Mars" by most of those who live on the third planet. This term is generally applied to beings which are native to Mars, but can also be used to describe human beings (who evolved on Earth) that happen to be living on, or be born on, Mars.
As no humans have yet visited the red planet, and no evidence has been found suggesting that there is native life on Mars, martians fall squarely in the category of science fiction. Their activities often include such SF staples as invading other planets, typically Earth, being invaded by beings from other planets (again, typically Earth), and fighting amongst themselves. Due to the fact that Mars is a dry, apparently barren wasteland, Martian civilization is often thought of as dying, due to various reasons that depend on the science fiction story in question. Martians often live in deep crevasses, or underground, in order to escape that pesky thin, unbreatheable atmosphere.
Oddly enough, Martians are often described as being green in color (as in the phrase "little green men"). This seems an unlikely color for anything that evolved on a planet that is so red in color. They would stick out like a sore thumb to anything that might try to eat them. Oh well, very little on Earth is the color of any variety of human flesh, yet we get along just fine. Maybe the martians are green after all. If so, though, we should have spotted them sooner. I guess they're just smart enough to know to avoid the funny little robot space probes that keep landing on their planet.