Stopping down refers to increasing the f-stop number, which decreases the amount of light entering the lens. For example going from f/5.6 to f/8 is stopping down. As a photographer you could say, “I stopped down from f/5.6 to f/8.”
Stopping the lens down adjusts the lens to a smaller diameter. Think of stopping down as a reduction in the size of the lens opening which lets in less light, so the light is “going down.” This may help you from becoming confused with stopping down actually being created by using a higher number aperture.