What does the word Hosanna mean?

In Hebrew this is 2 words, usually hyphenated:

הושיעה־נא (Hoshaʿ-na) = "Please help"

Na is a particle that is attached to commands to soften them, in the way that we add the word "please"

Christians have made this into a single word, and converted it to Greek pronunciation "Hosanna," and translate it as save we ask.

Note:
In Jewish liturgy, the word is applied specifically to the Hosha-na Service, a cycle of prayers from which a selection is sung each morning during Sukkot, the Feast of Booths or Tabernacles. The complete cycle is sung on the seventh day of the festival, which is called Hoshana Rabbah (הושענא רבא, "Great Hosha-na".
It is found in Psalm 118:25 which is quoted by the crowd when they welcome Jesus into Jerusalem on Palm Sunday (Matthew 21:9). It literally means "save now", but has become over time a word of praise.