When you run your search in multiple databases, you will have many duplicate results. This is because many databases have overlaps in their indexing. For example, both PubMed and Embase search Medline (among other unique sources). Deduplicating will allow you to create a set of unique articles from all of your sources that you can then screen during your screening process.
Some things to remember when deduplicating:
If you are using an evidence synthesis software like Rayyan, Covidence, or SUMARI, they will have a deduplication feature. However, the SR accelerator has a free Deduplicator.