DXF stands for Data eXchange Format. DXF is a vector image file type.
Unlike raster image file types such as TIFF and BMP which are compatible with most raster-based programs, vector image file types vary wildly. Any given vector-based program will probably have its own unique and exclusive file type. It will probably only read a handful of other vector file types - and probably some of these incorrectly.
Of the vector file types, DXF is the most ubiquitous, at least in the CAD world. Developed by Autodesk, it is designed for exchanging drawings between different CAD programs.