What is a genetic marker?
As hello_there_andy (and also the Wikipedia page) has indicated, genetic markers are DNA sequences that can be used to distinguish individuals (can also be tissues, cells, etc.).

Linkage of a phenotype with genetic markers is used to identify regions of the genome that are likely causative for that phenotype, as hello_there_andy says, but there is nothing inherent to how a marker is chosen that says it has to be linked to any phenotype. Markers are typically chosen for an analysis because they are easy to measure and track, individuals differ at the locus (so you know that if your phenotype of interest segregates perfectly with the marker, it's unlikely to be chance), and they cover the genome (or the region of the genome you already know is linked) appropriately, among other things.