Split horizon prevents a router from advertising a route back out the interface where it learned that route.
Why this helps: Without split horizon, Router A might tell Router B about a path through Router B. If Router A's direct path fails, Router B might believe Router A still has a valid path, creating a loop.
With split horizon: Router A never advertises routes learned from Router B back to Router B. When Router A's path fails, Router B doesn't have a false backup.
Split horizon is enabled by default on most interfaces.