Hi Rahul, how are things?
GCLID is a URL parameter from Adwords campaigns that pass information from Adwords, to your GA account. It appears when you have adwords auto-tagging enabled, usually when you sync your Adwords account with your GA account.
Here you can see more regarding GCLID:
Here you can learn how to link Adwords with GA:
Hope this helps.
Leandro Martinez | Basta1Click