Refer to figure.
The rudder is a control surface mounted to the back of the tail fin (vertical stabiliser). It is used by the pilot to control yaw (rotation around the vertical axis) and controlled by foot pedals.

It is deflected left and right to produce a sideways lifting force on the tailfin, which turns yaws the aircraft nose in the opposite direction. For instance, deflecting the rudder left causes a rightwards force on the tail, yawing the nose to the left.

The force produced on the aircraft is a turning force called a moment, and its magnitude is calculated by the strength of the force itself, but multiplied by the distance from the force line to the pivot point, and an aircraft in flight rotates around its centre of gravity, the moment produced by the rudder is affected by the location of the centre of gravity (CG).

If the CG is far forwards, then the distance from the CG to the rudder is larger, so even for the same force, the moment is greater, and the rudder has a greater effectiveness. Conversely, with an aft CG, the moment is less.