The show is when the plug of mucus that has been sealing your cervix comes away out of your vagina, it's a sign that your body is preparing for labour.
There's only a small amount of this sticky pink mucus - in fact some people don't even notice it - and it can come away in one blob or in several pieces. It will be blood stained, but there shouldn't be lots of blood. If you do start to lose lots of blood call the hospital or your midwife.
While the show can mean that labour is imminent, it can also mean that it won't happen for a few more days. Confusing, we know.