You do many, many things each day without consciously thinking about how to do them, for example, walking, talking, and eating. Your brain and body take care of them "automatically" so that you can pay attention to more difficult or interesting things. But if you watch very young children try to walk, talk, and eat, it is clear that you weren't born knowing how to do these things. They are automatic because you have done them so many times.
There are probably other things that you have done so many times that you can now do them without conscious effort, but you can still remember the time when you had to concentrate to do them correctly: riding a bicycle, perhaps, or driving a car, hitting a tennis ball, using your computer keyboard, or finding your way around town. These kinds of well-practiced knowledge, which allow your body to do what is wanted without consciously thinking about how to do it, are called embodied knowledge.
You can have embodied knowledge about music, too. Perhaps you have practiced playing an instrument so often that you no longer have to think about fingerings and you adjust your tuning automatically; perhaps you have danced in a particular style so often that you can do the basic steps without thinking about them. Embodied knowledge about music is useful because it frees your conscious mind to think about the more interesting aspects of the music. If you don't have to think about fingerings and tuning, you can concentrate on delivering the style and emotion of the music. If you don't have to think about basic dance steps, you can think about adding flourishes and variations.
Even if you have had no formal music training, you very likely have some embodied knowledge of music. Most people have a "feel the beat" knowledge that lets them clap, snap fingers, sway, nod, tap toes, walk, march, or dance "in time" with familiar kinds of music. Many people also have embodied singing skills that let them sing, alone or with others, with the correct rhythms and pitches. Although an inability to do this is sometimes called a "tin ear," the problem is usually a lack of practice singing (embodied knowledge) as much as a lack of ear training.