The word Kyrie is the Greek word for Lord. In the Divine Service it’s shorthand for Kyrie eleison, which means, “Lord, have mercy.” When we pray the Kyrie we’re praying a prayer prayed in Scripture by those seeking Jesus’ mercy and healing (9:27, 15:22, 20:30-31; Mark 10:47-48; Luke 16:24, 17:13, 18:38).
With the Introit we entered the courts of our Lord and King–the presence of the Triune God. Now we speak our first prayer. Like those who came to Jesus during His earthly ministry we cry out for Him to have mercy on us, that is, to hear us and help us in all our needs and troubles.
We’ve been praying the Kyrie in worship for sixteen centuries. Its liturgical use came to us via the Eastern Church, where the congregation spoke it, like we do during the Prayer of the Church, as an “amen” between petitions.