The Climax is part of the three-act structure we learned about in school and then promptly forgot about (until I decided to actually write a novel, and then it suddenly became important again).
You might remember that the three act structure looked something like this:
The highest point on that chart is the Climax. Why?
Because that's what everything is leading to. Or at least, that's what everything is supposed to be leading to. The climax is supposed to be the event or scene where the biggest major problem the protagonist was face is address and (at least mostly) overcome.
But there are a lot of stories where the climax doesn't feel like it's what the story was leading up to at all. It falls flat, or it wraps up a side story instead of the main one, or it's hollow. This happens when the climax is forced (rather than "organic," and we can talk about that later), or when the author has switched rails at some point during the writing process, so the beginning, middle, and end are parts of different stories, rather than one complete story.
The only way to fix this is to look at your story as a complete thing, and that means either mapping it out or roughing our a first draft, then reviewing what you did with it afterward. I personally think the first option is easier, but that's not true for everyone.
In general, I recommend thinking at least this far before you start: What's the Inciting Incident that starts the story? What's the twist in the middle that will hold the audience's attention? And what's the climax, or the end of the adventure? (Though not necessarily the end of the story - more on that next week).
If you have answers to those three questions, then you're in pretty good shape. :)