胆 means 'gallbladder' and 量 means 'capacity.' In Chinese culture, the gallbladder was believed to be the organ of courage — so 胆量 is literally your 'courage capacity.'
usage
Compare with 勇气 (yǒngqì, bravery/valor). 胆量 emphasizes innate nerve or daring, while 勇气 focuses on bravery in action.