What is testosterone replacement therapy ?

Is it a steroid? I thought they were illegal. Is there one type of drug or multiple in the market. If so, how did these ones get the okay while the others are illegal. Is it dangerous? Any side effects?I am curious because I'm interested. I think it would really help my athletic performance. Other than getting it prescribed to you how else could you get it? please don't judge. Only inform me since browsing google didn't do much. Thank you.