You can grab an excellent CSP guide made simple over at R0hit's page
While it's true that CSP is being used to prevent attacks such as XSS, that is not it's only purpose. It also protects against data injection attacks for example. We all know what the impact of these issues can be and they can be devestating. Luckily this protocol has been invented to mitigate the damage attackers can do. It's important to note however CSP can not protect all evils and we need to be careful because a misconfiguration is very easy to make.
What is CSP
CSP is something that your browser needs to support before it can work. This is very important to know and it makes CSP a client-side protection. The server has nothing to do with enforcing the protection but instead only indicates which protection should be available. This can be either in the form of headers (content-security-policy header) or in the meta tag: