Until a transaction has at least 1 confirmation it is not included in the blockchain, and it is good practise to wait at least 6 for more expensive items.
I've never understood the reasoning behind having more than one confirmation, or at least more than 2 or 3. It's not like you can really double-spend after a few blocks have gone through, and it's nearly impossible to reverse a transaction.
I haven't read any papers or gone and looked into why that works in the way it does, but just seems alien to me.