What does it mean to create a pull request?
Consider a case where you are planning to do changes in a public repository. The first step would be to fork the project so that changes can be done on the forked project.
Once you are done with the changes, push the respective changes to the forked repository. You would now need to create a PR (or Pull Request) to intimate the repo owner about the changes proposed by you.
The repo owner will review the changes in the PR. If all the changes are fine, the PR will be merged to the main repository, else the review comments need to be fixed by the proposer. Once the comments are fixed, the PR has to be raised again. If the changes are fine, the repo owner merges the changes to the repository.
In a nutshell, pull request (or merge request) is raised once the changes are done by the contributor so that it can make its way into the main repository.