CNC Backlash

Backlash is  loss over distance caused from the driving Motor moving before anything connected to it does.

Backlash can be reduced by applying force to a mating surface.

Many start Lead screws can help prevent backlash, but if you're using hardware store threaded bar a spring with another nut will help reduce the unwanted movement.

All electric motors have a torque curve, this curve along with inaccurate components cause the extra movement that equates to Backlash, this is caused by a change in direction (Inaccurate components), or a break in the coefficient of friction, since both faces have breached the coefficient some Motor Shaft motion may occur before the Axis it's moving does.

One other possible occurrence maybe caused from a resistive load or high torque electric motor, if threads or belts stretch, even a miniscule amount, over distance Backlash will be noticed.  

The 3D Printed Huxley (buy parts online) or Darwin, Rep-Rap 3D printers use some very cool techniques to eliminate backlash on the Z axis. Two nuts are pushed apart by a spring, this forces the outside edge of the nut thread onto the screw thread removing play. Note the image on the main page, picture the threads always mating thanks to the force of the spring between two nuts.

In mechanical engineering backlash is defined by the Oxford English Dictionary’s 2nd edition as:
"The striking back of connected wheels in a piece of mechanism when pressure is applied".
"The maximum distance through which one part of something can be moved without moving a part".
In the context of gears backlash, sometimes called lash or play, is clearance between mating teeth, or the amount of lost motion due to clearance or slackness when movement is applied to one of either parts before mating.
So why is all that important?
Backlash causes any machine to become less accurate over distance, the inaccuracy increases.  
For small milling machines having some backlash will not cause noticeable errors, however on larger machines backlash will cause issues.
To fix a backlash issue programming, bearings, and feedback systems can be used, and often special screws and nuts are used.  
Read back systems may include the use of "Optical Encoders/ interrupters", "Optical Limiting Switches", "Mechanical Encoders" and "Mechanical Limiting Switches".
Bearings may also play a role in backlash however limited.
The "Do It Yourself" or "Weekend Warrior" will typically use inexpensive bushing style bearings along with some digital read back system when backlash is a problem.