JavaFX is a set of Graphical UI tools that allow us to develop applications that run across multiple platforms.
Some of those common UI tools or elements are the button, stack panel, drop down boxes etc.
Before, we have been using Java Swing to implement the different sets of Graphical components in our applications.
JavaFX is a super set of Java Swing. The main features implemented in JavaFX are developing UI elements using XML or CSS.
The XML markup language used in JavaFX is called FXML and I believe this is how JavaFX name is derived.
When you are learning JavaFX, you are in a way also learning Java Swing!