Expenses can include such things as court filing fees, the costs of obtaining records, transcripts of testimony, the costs of expert witnesses, investigative services and travel expenses. They can mount up. Generally the expenses will be deducted from your recovery if your case is successful.
By the way, your contingency fee may be calculated on the recovery before or after expenses, so ask. In some states the law requires you to repay the expenses out-of-pocket if you are unsuccessful.