If you have a large amount of small incoming transactions in your wallet (eg. from pool mining), your money is split among lots of UTXOs (or unspent transaction outputs). Each UTXO takes up some space in the new transaction, and as such your transaction will become very large. Larger transactions mean larger fees, and at some point the network will downright refuse to process your transaction. It's like paying with a thousand pennies instead of a $10 bill.

To fix this issue, you can either hand-pick UTXOs to send, so you can control how many you use, or send a bunch of UTXOs to yourself, essentially "merging" them into a single UTXO.