The liturgy (from Greek, lit. "public service or duty") is the order of service, or rite, used in worship, together with all its elements. All Christians, even those who are usually described as non-liturgical, use some form of liturgy, some order of service.
Lutherans follow the pattern of the Christian liturgy that has been used since ancient times. It is essentially fourfold in structure: Gathering, Word, Meal, Sending. A fifth, preparatory element is also commonly used: Confession and Forgiveness of Sins, especially in the penitential seasons of Advent and Lent.
The heart of the liturgy is the Service of the Word and the Service of the Meal, or Holy Communion. The former consists of biblical readings appointed by the lectionary, a sermon (proclamation of the Gospel), creed (corporate statement of faith), and prayers. The latter begins with the sharing of the peace, continuing with the Eucharistic (i.e. Communion) Prayer and the distribution of the sacrament.
The sending portion of the liturgy prepares us to go out into the world to live out our Christian vocation.
See the ELCA web site for more on Lutheran liturgy