At their most basic, neurons are the nerve cells which make up the central nervous system. They have constituent parts that are designed to receive and transmit electrical signals to control muscles and other cells...
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(Hi, C!)
Neurons are like capacitors. They receive inputs from many other neurons and discharge along 1 primary output usually in a frequency modulated manner say every 100ms.
As Clanad says they provide the nerve impulses to the fibres in your muscles. Interestingly if you were to hang a weight on a muscle and record many of the firings that take place in that region the time graph would show a damped oscilation.