A ballet is a piece in which dancers tell a story through their movements and the music.
Although ballet existed before the Romantic period, the music for ballets was often composed of pieces written for other purposes and cobbled together. Staff composers might add a few original sections in between the existing music, but largely ballet made do with music already composed.
The Romantic period would change this. Beethoven was one of the first composers to write music specifically for the ballet. His ballet Die Geschöpfe des Prometheus (The Creatures of Prometheus) was one of the first written for that purpose. Other composers would follow suit. Ballet companies began commissioning pieces that they could perform and composers began writing especially for the ballet.
In keeping with the Romantic period, many of the ballets composed were light, airy, and free from some of the past constraints and guidelines.