A "stepping" is a revision within the same model of a chip. It basically is like a version number, as chip makers revise their designs to create chips with higher yields (chips capable of higher speeds). In general, trying to get chips with newer steppings is important for overclocking, because the whole point of the stepping revision was to produce better chips.
AMD used to use 4-letter steppings beginning and ending with A's, such as "AXIA". Now AMD is using 5-letter steppings, though still beginning and ending with A's, such as "AYHJA".
In this case AYHJA is the last Thunderbird stepping. Not all have it, but the higher speeds (1.33 and 1.4) do, and some 1.0 and 1.2 do I believe.
As a side note, many people look for chips in which the first character on the third line of the chip codes is a Y. There is no guaranty, but a lot of people have seen a trend where the odds were for a better overclock.