I just got the session expansion board, and in the instructions it says something about patches and rythm sets that include stacked synth sounds. Just wondering what exactly that is.

It's a sound made up of more than one "tone" or partial. Like having a string sound play at the same time as an organ, for example. Synth's sound fatter when you "stack" several sounds (sometimes the SAME sound)and detune them slightly. This produces a wider, more colorful sound.