The present lecture provides an introduction to the subject of gyrokinetic theory with applications in the area of magnetic confinement research in plasma physics--the research arena from which this formalism was originally developed. It was presented as a component of the ''Short Course in Kinetic Theory within the Thematic Program in Partial Differential Equations'' held at the Fields Institute for Research in Mathematical Science (24 March 2004). This lecture also discusses the connection between the gyrokinetic formalism and powerful modern numerical simulations. Indeed, simulation, which provides a natural bridge between theory and experiment, is an essential modern tool for understanding complex plasma behavior. Progress has been stim...