The photon (photons of light) sphere is the sphere's surface in which light can orbit the black hole. Remember that light can't even escape the event horizon so think of the event horizon like a sun with light as the orbiting objects. Only there can light go around the event horizon infinitely. It orbits just like a planet around the sun. Of course its not perfect, photons are easily defected by other photons and rarely does a photon approach the photon sphere at the exact angle for orbit.