London is divided into zones for the purpose of public transport. In truth there are fifteen (15) zones, but some have yet to be used. For your travels in the centre, you will use zones 1 and 2, possibly 3.
This is a link to a list of all the stations in zone 1.
A journey on the tube is charged from the zone you start in to the zone you end at, counting any zones you pass through. This is why you must tap in and out, even if the gates are open, to pay the correct fare.
Sometimes there are pink Oyster readers at places where you can change. These simply record your route so the correct fare can be charged.
Some stations are on the exact boundary between two zones and so count as either, whichever gives you a cheaper fare. It has been known for stations to ‘move’, so check for the most up-to-date information.