It might also mean to not play the string at all, by just avoiding it.
For instance a D chord might be notated like this:
------2--------
------3--------
------2--------
------0--------
------X--------
------X--------
You could either mute the 5th and 6th strings (which will make your playing a lot cleaner the sooner you start learning to do this) or just avoid playing them by only strumming strings 1 thru 4