Going cold turkey refers to abruptly stopping an addictive habit (e.g. smoking, drinking or substance abuse), as opposed to gradually reducing intake of the addictive substance (e.g. cigarettes or alcohol).
Quitting smoking cold turkey is commonly adopted by smokers attempting to quit, and tends to be more effective in the long-term than cutting down on the number of cigarettes smoked per day.
For more information, see How to Quit Smoking.