can someone explain these to me?
im going to get new strings for my guitar but in the past i've just always used to same gauge everytime.
what does a higher gauge mean?
do i need to chenge my saddle/bridge/nut?
That depends on how much higher gauge you want. If your going to change from like 9's to 13's then you must change tonation and on some guitar sometimes other stuff. And allso, higher gauge means heavier/thicker sound.
heavier/higher gauge means bigger measurement of string diameter. if your changing gauges either from light to heavy or heavy to light, you need a proper set-up of the action, intonation and truss rod.
Ibanez RG321MH (Air Classic/Tone Zone)
Fernandes Telecaster (Twang King/stock bridge pickup)
Blackstar HT-20 (Scumback 55 speaker/ Tung Sol tubes)
TC Electronic Nova Repeater
Lava Cables Clear Connect, Soar and Mini ELC
i tried out many types of strings before i found out what i liked. once i found something that i liked i got my whole guitar set up for those strings.

when doing this also take tuning into consideration.
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I, sir, salute you!

Epiphone sg
behringer gmx1200h
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what does a higher gauge mean?

The strings are thicker.
do i need to chenge my saddle/bridge/nut?

Depends. You won't know what adjustments need to be made until you do the swap. If you're going up a couple gauges, plan to do an intonation adjustment and perhaps a truss rod adjustment to compensate for the change in tension. You may also need to file the slots in the nut to compensate, but this is only with really large strings.

Heavier strings have a larger mass moving through the magnetic field of the pickup, which makes them louder. However, if you use concert pitch, they'll be harder to bend than lower gauge strings. If you're going to increase the gauge, I'd do it gradually. Go up one size, play the hell out of them, then go up another.
Hi, I'm Peter
If you use anything above 10 gauge strings you may have to make some adjustments mainly to your truss rod