A CpG is a genetic sequence consisting of the two bases cytosine (C) and guanine (G). In human DNA the CG sequence is usually methylated, that is there is an extra methyl radical on the cytosine. But in bacteria the C is unmethylated, and it is this that is denoted by CpG. (The p stands for promoter, since this form is more active.)
When most or all CG sequences are methylated the gene is called hypermethylated; when few or none are methylated it is called hypomethylated. Methylation inhibits transcription, so highly methylated sites are associated with gene silencing. They tend to be clustered in regions called CpG islands. Abnormalitites in expression here have been associated with some kinds of cancer.
In the natural immune system of humans the presence of much CpG may therefore a marker of invasive bacteria, and may trigger an immune response. Research is now taking place on immunization with CpG. Results are promising on mice and on human cells, protecting mice from Ebola, listeria, and tularemia. Live human trials have not yet taken place. The technique would have very wide applicability if successful because such a short sequence is present in all kinds of pathogens.
Trials have already been done, with no adverse effect, on using CpG as an adjuvant, that is an additional promoter of the effectiveness of a vaccine.