Pigeon is casino jargon that has several meanings, all of which boil down to the same thing. The term is somewhat derogatory, and it refers to a player who is unknowledgeable, ignorant, or simply naive when it comes to casino games.
In other games and scenarios outside casinos, players or people would generally use the term rookie or newbie, for example, which happens to be much less offensive than calling someone a pigeon.
Needless to say, virtually every casino player will feel insulted if you call them a pigeon, so it is advised to avoid using the term.