After Jesus died, he was buried in a tomb. Then one day, Mary Magdalene visited the tomb, but she saw that something was different. The stone that covered the tomb was rolled away.
In response, Mary went out and told the disciples that the Lord was "taken away [...] out of the tomb" and that she does not know Jesus's current location (20:2). From the comment, Mary knew that Jesus was not in the tomb, though she at first was unaware of Jesus's big feat (which we'll discuss a few verses later).
The information that Mary saw was fairly significant -- especially for the disciples that had great connection with Jesus. That's why she went to sharing the information with the disciples.