Ash Wednesday is the first day of Lent. Ashes made from palm crosses are blessed and are used to make crosses on people's foreheads. The Ash Wednesday service sets the tone for Lent, with a focus on penitence (saying sorry for and turning away from sin).
As the priest makes the sign of the cross on each forehead they say "Remember that you are dust, and to dust you shall return. Turn away from sin and be faithful to Christ."