A Coding Dojo is a meeting where a bunch of coders get together to work on a programming challenge. They are there to have fun and to engage in DeliberatePractice in order to improve their skills.
My first experience with Coding Dojo was one organised inside Unicamp. After that, the community in the Pólis de Tecnologia kept doing Dojos periodically inside the Campus making it open for anyone that wanted to join.