If you take two protons and two neutrons, measure their masses, make them stick them together somehow and then measure the mass of the finished helium nucleus. You will find that the mass of the completed nucleus is less than the total mass of the four particles.
This can best be explained by looking at how easy it would be to split the nucleus again. Think of this mass difference as a difference of energy. The helium nucleus has 28.3 MeV less energy than the four particles. It means that this energy would be needed to split up the helium nucleus. This is called the binding energy of a nucleus.