Yes, exactly, visual things drawn on top of the PDF.
I mean things like Okular has: highlighting text (like with a yellow highlighter on paper books), freeform draw tool (like scribbling with a pen), adding short text comments and longer notes, etc.
To illustrate, the annotations in an old Okular version looked like this: https://docs.kde.org/stable5/en/okular/okular/annotations.ht... (the yellow note box, the green lines and so on).
There's a small picture at https://okular.kde.org/ too, it shows a newer version.
DISCLAIMER: Not saying that Okular is THE reference to follow, I'm pointing it out because I've experience with it, and for example their decision to save annotations into the PDF itself is in my opinion a lousy one. But the idea that one can free-form annotate and add even longer comments to the pages is a great one. The annotations are like scribblings in a book margin, very useful both when studying and when referring [ * ]. And this is something Okular has done much better than e.g. Evince.
[ * ] Of course, one could use a more elaborate tool to keep references, notes and quotes etc., like Zotero.
Edit: typofix