Something that's doughy is as squishy and soft as uncooked dough. If your cookies always come out a little doughy, you might not be baking them long enough.
Some foods are deliberately doughy, like a very soft steamed dumpling or a delicious doughy doughnut. Others are doughy by accident, because they've been undercooked or made incorrectly. You can describe other things as doughy too, if they're cushiony — a kitten might purr as it kneads its mother's doughy belly, for example. Doughy comes from dough, with its Indo-European root meaning "smear" or "knead."