I use guitar pro 5 for my tabs and in several song there are some notes (or tabs) that are shown as an "X".
Can anyone help me and tell me what these notes are and how they are played on guitar??

they mean fret mute, take ur left hand off the fretted note or chord just slightly enough, so that when u pick or strum the note(s) u muffle the them and don't let them sound out, don't take ur left all the way off, just barely so that u can easily fret the note or chord again, it should be like a sort of a "chika-chika" sound
mute the string. just lightly place a finger over the string to mute it.
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palm mute
sounds much better at electrics

it's just fret muting, just put your finger slightly over the strings