I am supposed to give a statement and was told I would have to sign an affidavit.
An affidavit is
Any written document in which the signer swears under oath before a notary public or someone authorized to take oaths (like a county clerk) that the statements in the document are true. In many states, a declaration under penalty of perjury, which does not require taking an oath, is the equivalent of an affidavit. Affidavit | Nolo.com
Without knowing more about your location and legal situation (and don't post sensitive information here), basically, you will be required to make truthful statements in response to questions by lawyers or legal authorities, and sign it.
A good synopsis of what an affidavit is and how it works is
(an affidavit) is only valid when made voluntarily and without coercion. When you sign an affidavit, you are asserting that the information is true and that you have personal knowledge of the facts contained in the affidavit. By signing, you are also stating that you are competent to testify if called into court about the information provided in the affidavit. Being competent to testify generally means that you are of sound mind and you are over the age of majority in your particular state (usually 18). legalnature.com - Affidavits
There are more details here - Affidavit - Wikipedia - concerning notaries and the acceptance of affidavits as legal documents in jurisdictions other than the one where the affidavit was taken and notarized.
In law, an affidavit is a written statement of facts by someone who has sworn to tell the truth, signed in the presence of a notary public or other legal authority, and can be used as evidence in the courts.
What purpose it serves is to preserve testimony as evidence, since some cases can last years. If a case has aged, sometimes the memory of the witness, or person involved, might me hazy or somewhat changed. The information is notarized, and can be used sometimes in place of the actual witness if they cannot be in court for some reason. You can see a more detailed account here.