An "agenda" is a plan for what should be done. (The word has some other possible meanings, but let's leave it at that for now.) "Domestic" means "having to do with the home." So in a political context, a "domestic agenda" is the plan for what should be done in the homeland (as opposed to abroad). (Other meanings of "agenda," outside the context of the phrase "domestic agenda," include 1) a list of things to do, 2) a book or calendar for writing down such things, or 3) the motive behind some action.

Usually when "domestic agenda" is used it's about what the plans are from the leaders of the country for within the country, this is the opposite of the foreign policy. An example would be the country's leader wants to improve education for the citizen of the country. An example of foreign policy is sending monetary aid to a poor country.