Ubuntu, Knoppix, etc are based on Debian. What does that mean. How I can make my own distro based on debian.
There are plenty of tutorials about this subject in the web. Google the same string you used in your question's title.
Distros based on another distro means that any can take the work made by others (that's the aim of free/libre software) and modify and adapt it for their needs as long as they publish back their work with the same license as the original so any can benefit from it (including the original developers)
However if you are a little less ambitious you can start by creating your own custom debian CD: