O notation can be naively read as "less than".
In numbers if I tell you x < 4 well then obviously x<5 and x< 6 and so on.
O(n) means that, if the input size of an algorithm is n (n could be the number of elements, or the size of an element or anything else that mathematically describes the size of the input) then the algorithm runs "about n iterations".
More formally it means that the number of steps x in the algorithm satisfies that:
x < k*n + C where K and C are real positive numbers
In other words, for all possible inputs, if the size of the input is n, then the algorithm executes no more than k*n + C steps.
O(n^2) is similar except the bound is kn^2 + C. Since n is a natural number n^2 >= n so the definition still holds. It is true that, because x < kn + C then x < k*n^2 + C.
So an O(n) algorithm is an O(n^2) algorithm, and an O(N^3 algorithm) and an O(n^n) algorithm and so on.