I guess one answer to "meaning" is that, for example, weight 0 modular forms of level 1 (i.e. the definition that you have there, with k=0) correspond to functions when you mod out the upper half plane by the action of $SL_2(\mathbb{Z})$ (the resulting space, if you compactify it by including cusps, is the modular curve $X_0(1)$ - which is isomorphic to $\mathbb{P}^1$ - so it's no surprise that functions are just constant (i.e. weight 0 modular forms are just constants).
Modular forms of weight 2k corresopnd to k-fold holomorphic forms on $X_0(1)$ (so for example there are no weight 2 modu…