To "give pointers" means to give someone little bits of advice.
You're not holding that quite right. Do you want me to give you a few pointers?
You can give someone pointers on things like:
- some sports technique, like throwing a ball or shooting an arrow
- how they cook something
- how they deliver a speech
- how they answer questions in a practice interview
"Giving pointers" is usually a positive, helpful thing. When someone gives advice that you don't want, you can instead say that they are "nitpicking" or "criticizing" you.