We have a tutorial on the consonants,
Phonetics 101: The Consonants where some of this terminology is explained.
Double consonants are just like when any two consonant sounds run into each other, such as "si
ck knight", except that the two are the same, "si
ck king." If you pronounce these two examples, you'll notice a characteristic delay over the second example. In some languages these double consonants can occur in the middle of any word, not just when different words run into each other. In Greek,
ἄλον is a different word than
ἄλλον, and they were pronounced differently.