A Griefer is a person on a multiplayer server who intentionally tries to bother other players by destroying buildings/spawn points, stealing, flooding high-traffic locations with water or lava, and generally breaking the server rules.
Stopping a Griefer
Griefers want one thing, and that is to bother you. As such, asking/begging them to stop or yelling at them will likely only encourage them to continue. By acknowledging what they are doing, you give them what they want. Act like they are not there and they will get bored and leave.
As a preventative measure against Griefers, it is a good idea to use a server which allows you to disallow the destruction of blocks in certain parts of the map, as well as auto-kicking users who are hacking or using large amounts of Explosives.
A recommended preemptive defense is to booby trap areas of importance, depending on if you are skilled with wiring.