Parallax is an error caused by your scope's focus not being
adjusted to match the target distance.
You must adjust the parallax/focus before you can expect precise
bullet placement.
Lower cost scopes may not have parallax adjustments.
These are usually set for 100yds.
Some scopes will have actual range markings on the focus knob,
but most will make you figure it out by eye.
To adjust the parallax, start by focusing the image as you look
through the scope.
Then get the rifle on a solid rest with the reticle on-target.
Now move your eye up and down or left and right WITHOUT
disturbing the rifle's aim.
If you see the reticle moving around on-target, that is a parallax
error you are seeing.
Continue to make small adjustments to the focus until the reticle
does not move on target.
Now you are ready to make a precise shot.
Some scopes may go slightly out of focus when the parallax is set
properly.
This is not desirable, but it's more important to have the reticle
parallax-free than perfect focus.
Go with perfect parallax over focus every time.
On my Nightforces, I usually find that if I find perfect focus, I need
to roll the top of the knob about 1/16" forward to find perfect
parallax.
The more consistent your cheek weld on the stock is, the less
parallax error you will see.

This is one reason that a proper consistent cheek weld is so
important.
A scope with no parallax adjustment will require you to be much
more diligent in your position.
The more finely tuned you get the parallax, the more sloppy your
position can be.
Tracking Test
You should test that your scope tracks properly.
This is also known as a "Box" test.
What you want to do is to go to the range and setup a nice clean
LARGE piece of cardboard at exactly 100yds.
Make sure the cardboard is level left/right.
Setup a single target towards the bottom of the cardboard.
Verify that you are on a proper zero with the gun level left/right
and fire a group on the target.
Mark the shots already on the target so you know which ones
were already on that target.
Adjust your scope left 10moa or 3 mils.
Fire a couple rounds at the same target.
Adjust your scope up 15moa or 4 mils.
Fire a couple rounds at the same target.
Adjust your scope up another 15moa or 4 mils.
Fire a couple rounds at the same target.
Adjust your scope 20moa or 6 mils right.
Fire a couple rounds at the same target.
Adjust your scope back down 15moa or 4 mils.
Fire a couple rounds at the same target.
Adjust your scope back down another 15moa or 4 mils.
Fire a couple rounds at the same target.

Finally, adjust your scope back to the left 10moa or 3 mils.
Fire a couple rounds at the same target and check to see that
they landed within the original group that you shot.
If your scope is tracking correctly, you should end up with a
rectangle on the target frame that's 20.9" wide and 31.4" tall if you
are shooting a scope with MOA knobs.
If your scope is tracking correctly, you should end up with a
rectangle on the target frame that's 21.6" wide and 28.8" tall if you
are shooting a scope with MIL knobs.
The rectangle should be formed perfectly square and level.
If the rectangle has good square corners, but the whole box is
angled, then your scope is probably not mounted straight.
If the rectangle looks more like a parallelogram, then you have a
scope problem.
If the rectangle does not have square corners, you have a scope
problem.