What your son hopefully means is that he wants to try strength training. Strength training involves more frequent repetitions (usually 15) of a mild to moderate amount of weight. It can also include resistance exercises and isometric exercises (exercises that tone and strengthen the muscles without the lifting or movement of weights). The goal is to increase muscle strength over a short time. Strength training improves performance in sports and also has been shown to decrease the risk of injury. It can be helpful regardless of the sport that the child participates in and can improve bone health and strength as well, which is particularly important for pre-adolescent and adolescent girls.
Whatever activity your son participates in, it's important to make sure that he is supervised by knowledgeable, qualified instructors who are used to working with children; an athletic trainer at his school or community center should be a good resource.