In hypothesis testing, one can only positively prove something by disproving the null hypothesis. I this case, the null hypothesis is that there is no relationship between eating frozen pizza and dangerous cholesterol levels.
A p value of a statistical summary (such as the sample mean difference between two compared groups) indicates the probability that the null hypothesis is true. Generally, a p value < 0.05 is usually taken to be statistically significant, i.e. a 5% chance that the null hypothesis is true. In this case, the relationship was find to be non-significant.