The Second Coming is when Jesus Christ will return to earth in fulfillment of His promises and to fulfill the prophecies made about Him. Jesus Himself promised, "At that time the sign of the Son of Man will appear in the sky, and all the nations of the earth will mourn (which means the earth will become hell and the good people will rise to heaven with Jesus).
Some believe that he has already came in the form of a human, such as Kanye or any other individual, but we won't know until the earth mourns.