It is commonly associated with music from Hawaii, but was actually developed in Portugal and is known there as the braguinha.
The ukulele comes in four sizes (from smallest to largest): soprano, concert, tenor and baritone.
In the USA, soprano and concert ukes are usually tuned in the key of C: G-C-E-A from low to high, but with the G-string actually tuned an octave up, so it's pitched between the E- and A-strings. The baritone is usually tuned in G like the top four strings of a guitar, D-G-B-E. The tenor can be tuned either way, and in C tuning is sometimes tuned with the G-string an octave lower, so it's pitched below the C-string, where you might expect it.
In the past, the soprano was tuned in the key of D: A-D-F#-B, with the lowest note being D (the A is a whole step below the B), and this tuning may still be popular outside the USA. An alternative tuning is Bb-Eb-G-C (raised a semitone to the key of E flat). Either of these tunings may be referred to jocularly as "My dog has fleas", because the strings sounded in order seem to sound this phrase.