What is sample and feature
[x[1,2,3,4], x2[1,2,2,3], x[2,3,2,1]]
The data above has 4 features.  We can gives those features labels with a header.  We'll just call them feature 1, feature 2, feature 3.  For the first entry, feature 1 has a value of 1 and feature 2 has a value of 2 and so on.  

A sample, is a subset of data taken from your dataset.  x[1,2,3,4] is a single sample of the dataset.

Whatever you are trying to do with Scikit-learn wants to know how many features you have, my example has 4 features (or columns).