The Paleolithic Diet is known by several different names: Hunter/Gatherer diet, Primal diet, Paleo, Primal Blueprint, Caveman diet. In a nutshell, Paleo is NOT a diet; Paleo is a lifestyle centered around natural food. This is not the "natural" food that is marketed to us as a part of a "healthy lifestyle." Paleo is natural in the sense of absolutely no processed foods. Our bodies are maladapted to effectively process the foods of today, and so in order to help our bodies function at the highest level possible we must eat fresh, nutrient dense foods. Avoid the aisles of the grocery stores and you'll be fine.
Meat, veggies, seeds/nuts, some fruits, little starch, no sugar. That's it. This is a "diet" that has become synonymous with the CrossFit community because it is simple and so effective at providing the energy that athletes need.
Mark's Daily Apple is a great place to start.
Here is an attractive flow chart that outlines the Paleo diet, courtesy of Greatest.com